Defines the smallest p-value for removing variables.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double PValueOut { set; } |
Visual Basic (Declaration) |
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Public Overridable WriteOnly Property PValueOut As Double |
Visual C++ |
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public: virtual property double PValueOut { void set (double value); } |
Field Value
A double containing the smallest p-value for removing variables from the model.
Remarks
Variables with p-values greater than PValueOut may leave the model. PValueOut must
be greater than or equal to PValueIn. A common
choice for PValueOut is 2*PValueIn. Forward regression does not use this value.
By default, PValueOut = 0.10.