Returns the parameter estimates and associated statistics.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double[,] GetParameterStatistics() |
| Visual Basic (Declaration) |
|---|
Public Overridable Function GetParameterStatistics As Double(,) |
| Visual C++ |
|---|
public: virtual array<double,2>^ GetParameterStatistics() |
Return Value
A double matrix containing the parameter estimates and associated statistics.Remarks
There is one row for each
coefficient, and the columns of the
returned matrix contain the following:
| Column | Statistic |
|---|---|
| 0 | The coefficient estimate,  |
| 1 | Estimated standard deviation of the estimated coefficient |
| 2 | Asymptotic normal score for testing that the coefficient is zero against the two-sided alternative |
| 3 | p-value associated with the normal score in column 2 |
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.ClassificationVariableLimitException | is thrown if the classification variable limit set by the user through the MaxClass property has been exceeded. |
