LinearRegressionParameter Class

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

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreLinearRegressionParameter
CenterSpace.NMath.CoreAnovaRegressionParameter

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

[SerializableAttribute]
public class LinearRegressionParameter : ICloneable

<SerializableAttribute>
Public Class LinearRegressionParameter
	Implements ICloneable

[SerializableAttribute]
public ref class LinearRegressionParameter : ICloneable

[<SerializableAttribute>]
type LinearRegressionParameter = 
    class
        interface ICloneable
    end

The LinearRegressionParameter type exposes the following members.

Constructors

	Name	Description
	LinearRegressionParameter	Used by Clone method.
	LinearRegressionParameter(LinearRegression, Int32)	Construct a LinearRegressionParameter instance for the parameter at the given index in the given LinearRegression.
	LinearRegressionParameter(Int32, Double, Double, Double, Int32, Double)	Construct a LinearRegressionParameter with the values.

Properties

	Name	Description
	Beta	Gets the standardized beta coefficient.
	ParameterIndex	Gets the index of this parameter in the linear regresssion.
	StandardError	Gets the standard error of this parameter.
	Value	Gets the value of this parameter.

Methods

	Name	Description
	Clone	Creates a deep copy of this LinearRegressionParameter.
	ConfidenceInterval	Returns the 1 - alpha confidence interval for this parameter.
	SetParameterValues	Set the linear regression paramater values.
	SetRegression	Sets the regression object and the parameter index for this regression parameter.
	ToString	Returns a formatted string representation of this parameter. (Overrides ObjectToString)
	TStatistic	Returns the t-statistic for the null hypothesis that this parameter is equal to the given test value.
	TStatisticCriticalValue	Gets the critical value of the t-statistic for the specified alpha level.
	TStatisticPValue	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.

Fields