StepwiseRegression.CovariancesSwept Property

StepwiseRegressionCovariancesSwept Property

Results after cov has been swept for the columns corresponding to the variables in the model.

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

Syntax

public virtual double[,] CovariancesSwept { get; }

Public Overridable ReadOnly Property CovariancesSwept As Double(,)
	Get

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

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

Property Value

Type: Double
A double matrix containing the results after cov has been swept on the columns corresponding to the variables in the model.

Remarks

The estimated variance-covariance matrix of the estimated regression coefficients in the final model can be obtained by extracting the rows and columns corresponding to the independent variables in the final model and multiplying the elements of this matrix by the error mean square.

Reference

StepwiseRegression Class

Imsl.Stat Namespace