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LinearRegressionParameter Class

Class LinearRegressionParameter tests statistical hypotheses about estimated parameters in linear regressions computed by class LinearRegression.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class LinearRegressionParameter : ICloneable

The LinearRegressionParameter type exposes the following members.

Constructors
  NameDescription
Protected methodLinearRegressionParameter
Used by Clone method.
Public methodLinearRegressionParameter(LinearRegression, Int32)
Construct a LinearRegressionParameter instance for the parameter at the given index in the given LinearRegression.
Public methodLinearRegressionParameter(Int32, Double, Double, Double, Int32, Double)
Construct a LinearRegressionParameter with the values.
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Properties
  NameDescription
Public propertyBeta
Gets the standardized beta coefficient.
Public propertyParameterIndex
Gets the index of this parameter in the linear regresssion.
Public propertyStandardError
Gets the standard error of this parameter.
Public propertyValue
Gets the value of this parameter.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this LinearRegressionParameter.
Public methodConfidenceInterval
Returns the 1 - alpha confidence interval for this parameter.
Public methodSetParameterValues
Set the linear regression paramater values.
Public methodSetRegression
Sets the regression object and the parameter index for this regression parameter.
Public methodToString
Returns a formatted string representation of this parameter.
(Overrides ObjectToString.)
Public methodTStatistic
Returns the t-statistic for the null hypothesis that this parameter is equal to the given test value.
Public methodTStatisticCriticalValue
Gets the critical value of the t-statistic for the specified alpha level.
Public methodTStatisticPValue
Returns the p-value for a t-test with the null hypothesis that this parameter is equal to the given test value versus the alternative hypothesis that it is not.
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Fields
  NameDescription
Protected fieldbeta_
Beta field.
Protected fielddegreesOfFreedom_
Degrees of freedom field.
Protected fieldmodelVariance_
Model variance field.
Protected fieldparameterValue_
Parameter value field.
Protected fieldparameterVariance_
Parameter variance field.
Protected fieldparamIndex_
Parameter index field.
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See Also