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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: 7.4
public class LinearRegressionParameter : ICloneable

The LinearRegressionParameter type exposes the following members.

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.
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.
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.
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.
See Also