StepwiseRegression.PValueOut Property

StepwiseRegressionPValueOut Property

Defines the smallest p-value for removing variables.

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

Syntax

public virtual double PValueOut { set; }

Public Overridable WriteOnly Property PValueOut As Double
	Set

public:
virtual property double PValueOut {
	void set (double value);
}

abstract PValueOut : float with set
override PValueOut : float with set

Property Value

Type: Double
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.

Reference

StepwiseRegression Class

Imsl.Stat Namespace