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GeneralizedLinearRegressionGetWaldTest Method |
Gets the Wald Test for a given coefficient.
Namespace: Accord.Statistics.Models.Regression
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxRequest Example
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Parameters
- index
- Type: SystemInt32
The coefficient's index. The first value (at zero index) is the intercept value.
Return Value
Type: WaldTestRemarks
The Wald statistical test is a test for a model parameter in which
the estimated parameter θ is compared with another proposed parameter
under the assumption that the difference between them will be approximately
normal. There are several problems with the use of the Wald test. Please
take a look on substitute tests based on the log-likelihood if possible.
See Also