IMSL C# Numerical Library

StepwiseRegression.CoefficientTTestsValue.GetTStatistic Method

Returns the student-t test statistic for testing the i-th coefficient equal to zero ( ${\beta}_{index}=0$ ).

public virtual double GetTStatistic(
int index
);

Parameters

index: An int which specifies the index of the coefficient whose t-test statistic is to be returned.

Return Value

A double which contains the estimated t-test statistic for the coefficient.

Remarks

index must be between 1 and the number of independent variables.

See Also

StepwiseRegression.CoefficientTTestsValue Class | Imsl.Stat Namespace