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MultipleLinearRegressionGetStandardErrors Method
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Gets the standard error for each coefficient.
Namespace:
Accord.Statistics.Models.Regression.Linear
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax public double[] GetStandardErrors(
double mse,
double[][] informationMatrix
)
Public Function GetStandardErrors (
mse As Double,
informationMatrix As Double()()
) As Double()
Request Example
View SourceParameters
- mse
- Type: SystemDouble
The overall regression standard error (can be computed from GetStandardError(Double, Double). - informationMatrix
- Type: SystemDouble
The information matrix obtained when training the model (see GetInformationMatrix).
Return Value
Type:
DoubleSee Also