ProportionalHazardsGetWaldTest 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

Syntax

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public WaldTest GetWaldTest(
	int index
)

Public Function GetWaldTest ( 
	index As Integer
) As WaldTest

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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: 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.

Reference

ProportionalHazards Class

Accord.Statistics.Models.Regression Namespace

ProportionalHazardsAddLanguageSpecificTextSet("LSTEF204F48_0?cpp=::|nu=.");GetWaldTest Method

Parameters

Return Value

Reference

ProportionalHazardsGetWaldTest Method