CategoricalGenLinModel.CovarianceMatrix Property

CategoricalGenLinModelCovarianceMatrix Property

The estimated asymptotic covariance matrix of the coefficients.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double[,] CovarianceMatrix { get; }

Public Overridable ReadOnly Property CovarianceMatrix As Double(,)
	Get

public:
virtual property array<double,2>^ CovarianceMatrix {
	array<double,2>^ get ();
}

abstract CovarianceMatrix : float[,] with get
override CovarianceMatrix : float[,] with get

Type: Double
A double matrix containing the estimated asymptotic covariance matrix of the coefficients or null if Solve has not been called.

Remarks

The covariance matrix is nCoef by nCoef where nCoef is the number of coefficients in the model.