| forum.alglib.net http://forum.alglib.net/ |
|
| How do i get the estimate error and t-stat with lsfitlinear? http://forum.alglib.net/viewtopic.php?f=2&t=575 |
Page 1 of 1 |
| Author: | ramisyuanbo [ Tue May 08, 2012 1:42 am ] |
| Post subject: | How do i get the estimate error and t-stat with lsfitlinear? |
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? |
|
| Author: | Sergey.Bochkanov [ Sat May 12, 2012 10:00 am ] |
| Post subject: | Re: How do i get the estimate error and t-stat with lsfitlin |
Current version of ALGLIB does not support such functionality |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|