The variance estimation method.

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

Syntax

C#
public int VarianceEstimationMethod { get; set; }
Visual Basic (Declaration)
Public Property VarianceEstimationMethod As Integer
Visual C++
public:
property int VarianceEstimationMethod {
	int get ();
	void set (int value);
}

Field Value

An int used to designate the method to be applied for obtaining the initial estimates of the unique variances.

Remarks

By default, VarianceEstimationMethod is set to 1.

initMethod
0Initial estimates are taken as the constant 1-nfactors/(2*nvar) divided by the diagonal elements of the inverse of input matrix cov.
1Initial estimates are input by the user in vector uniq.

Note that when the factor loading estimation method is PrincipalComponent, the initial estimates in uniq are reset to 0.0.

See Also