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ramisyuanbo
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Post subject: How do i get the estimate error and t-stat with lsfitlinear?  Posted: Tue May 08, 2012 1:42 am |
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Joined: Tue May 08, 2012 1:36 am
Posts: 1
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Hi, lsfitlinear is great to use to solve linear-regression problems.
But i'd like to know the t-stat of each regression coefficient, namely the coefficient/(the coefficient's estimate error)
How do i get this information using alglib?
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Sergey.Bochkanov
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Post subject: Re: How do i get the estimate error and t-stat with lsfitlin Posted: Sat May 12, 2012 10:00 am |
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| Site Admin |
Joined: Fri May 07, 2010 7:06 am
Posts: 927
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Current version of ALGLIB does not support such functionality
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