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CategoricalGenLinModelSolve Method
Returns the parameter estimates and associated statistics for a CategoricalGenLinModel object.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public virtual double[,] Solve()

Return Value

Type: Double
An nCoef row by 4 column double matrix containing the parameter estimates and associated statistics.
Exceptions
ExceptionCondition
ClassificationVariableException is thrown when the number of values taken by each classification variable has been set by the user to be less than or equal to 1
ClassificationVariableLimitException is thrown when the sum of the number of distinct values taken on by each classification variable exceeds the maximum allowed, UpperBound
DeleteObservationsException is thrown if the number of observations to delete has grown too large
RankDeficientException is thrown if the model has been determined to be rank deficient
Remarks

Here, nCoef is the number of coefficients in the model. The statistics returned are as follows:

ColumnStatistic
0Coefficient estimate.
1Estimated standard deviation of the estimated coefficient.
2Asymptotic normal score for testing that the coefficient is zero.
3\rho - value associated with the normal score in column 2.

See Also