CategoricalGenLinModel Constructor

Constructs a new CategoricalGenLinModel.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public CategoricalGenLinModel(
	double[,] x,
	CategoricalGenLinModelDistributionParameterModel model
)

Public Sub New ( 
	x As Double(,),
	model As CategoricalGenLinModelDistributionParameterModel
)

public:
CategoricalGenLinModel(
	array<double,2>^ x, 
	CategoricalGenLinModelDistributionParameterModel model
)

new : 
        x : float[,] * 
        model : CategoricalGenLinModelDistributionParameterModel -> CategoricalGenLinModel

Parameters

x: Type: SystemDouble
A double input matrix containing the data where the number of rows in the matrix is equal to the number of observations.
model: Type: Imsl.StatCategoricalGenLinModelDistributionParameterModel
An int scalar which specifies the distribution of the response variable and the function used to model the distribution parameter.

Remarks

Use one of the class members from the following table. The lower bound given in the table is the minimum possible value of the response variable:

Model	Distribution	Function	Lower-bound
0	Poisson	Exponential	0
1	Negative Binomial	Logistic	0
2	Logarithmic	Logistic	1
3	Binomial	Logistic	0
4	Binomial	Probit	0
5	Binomial	Log-log	0

Let $\gamma$ be the dot product of a row in the design matrix with the parameters (plus the fixed parameter, if used). Then, the functions used to model the distribution parameter are given by:

Name	Function
Exponential	$e^{\gamma}$
Logistic	$e^{\gamma}/({1+e^{ \gamma}})$
Probit	$\Phi(\gamma)$ (where $\Phi$ is the normal cdf)
Log-log	$1-e^{-\gamma}$

Reference

CategoricalGenLinModel Class

Imsl.Stat Namespace