Results after cov has been swept for the columns corresponding to the variables in the model.

Property Value

A double matrix containing the results after cov has been swept on the columns corresponding to the variables in the model.

Remarks

The estimated variance-covariance matrix of the estimated regression coefficients in the final model can be obtained by extracting the rows and columns corresponding to the independent variables in the final model and multiplying the elements of this matrix by the error mean square.

See Also

StepwiseRegression Class | Imsl.Stat Namespace

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