Returns the parameter estimates and associated statistics.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual double[,] GetParameterStatistics()
Visual Basic (Declaration)
Public Overridable Function GetParameterStatistics As Double(,)
Visual C++
public:
virtual array<double,2>^ GetParameterStatistics()

Return Value

A double matrix containing the parameter estimates and associated statistics.

Remarks

There is one row for each coefficient, and the columns of the returned matrix contain the following:

ColumnStatistic
0The coefficient estimate, \hat{\beta}
1Estimated standard deviation of the estimated coefficient
2Asymptotic normal score for testing that the coefficient is zero against the two-sided alternative
3p-value associated with the normal score in column 2

Exceptions

ExceptionCondition
Imsl.Stat..::.ClassificationVariableLimitExceptionis thrown if the classification variable limit set by the user through the MaxClass property has been exceeded.

See Also