CategoricalGenLinModelCovarianceMatrix Property |
The estimated asymptotic covariance matrix of the coefficients.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public virtual double[,] CovarianceMatrix { get; }
Public Overridable ReadOnly Property CovarianceMatrix As Double(,)
Get
public:
virtual property array<double,2>^ CovarianceMatrix {
array<double,2>^ get ();
}
abstract CovarianceMatrix : float[,] with get
override CovarianceMatrix : float[,] with get
Property Value
Type:
Double
A
double matrix containing the estimated asymptotic covariance
matrix of the coefficients or
null if
Solve has not been called.
Remarks
The covariance matrix is nCoef by nCoef where
nCoef is the number of coefficients in the model.
See Also