Returns the regression coefficients.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetCoefficients() |
| Visual Basic (Declaration) |
|---|
Public Function GetCoefficients As Double() |
| Visual C++ |
|---|
public: array<double>^ GetCoefficients() |
Return Value
A double array containing the regression coefficients.Remarks
If HasIntercept is false its length is equal to the
number of variables. If HasIntercept is true then its length
is the number of variables plus one and the 0-th entry is the value
of the intercept.
If the model is not full rank, the regression coefficients are not uniquely determined. In this case, a warning is issued and a solution with all linearly dependent regressors set to zero is returned.
