StepwiseRegressionCovariancesSwept Property |
Results after cov has been swept for the columns
corresponding to the variables in the model.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public virtual double[,] CovariancesSwept { get; }
Public Overridable ReadOnly Property CovariancesSwept As Double(,)
Get
public:
virtual property array<double,2>^ CovariancesSwept {
array<double,2>^ get ();
}
abstract CovariancesSwept : float[,] with get
override CovariancesSwept : float[,] with get
Property Value
Type:
Double
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