Constructs a new CategoricalGenLinModel.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public CategoricalGenLinModel(
	double[,] x,
	CategoricalGenLinModel..::.DistributionParameterModel model
)
Visual Basic (Declaration)
Public Sub New ( _
	x As Double(,), _
	model As CategoricalGenLinModel..::.DistributionParameterModel _
)
Visual C++
public:
CategoricalGenLinModel(
	array<double,2>^ x, 
	CategoricalGenLinModel..::.DistributionParameterModel model
)

Parameters

x
Type: array< System..::.Double ,2>[,](,)[,]
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.Stat..::.CategoricalGenLinModel..::.DistributionParameterModel
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}

See Also