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MultinomialLogisticRegressionGetWaldTest Method (Int32, Int32)

Gets the Wald Test for a given coefficient.

Namespace:  Accord.Statistics.Models.Regression
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.6.0
Syntax
public WaldTest GetWaldTest(
	int category,
	int coefficient
)
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Parameters

category
Type: SystemInt32
The category index.
coefficient
Type: SystemInt32
The coefficient's index. The first value (at zero index) is the intercept value.

Return Value

Type: WaldTest
Remarks
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