Logistic Regression Model.Get Information Matrix Method
Calculates the information matrix for the regression.
Definition
Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
A symmetric matrix that contains the information matrix of the regression.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public SymmetricMatrix<double> GetInformationMatrix()
Return Value
SymmetricMatrix<Double>A symmetric matrix that contains the information matrix of the regression.
Remarks
The information matrix is the inverse of the variance-covariance matrix.