LogisticRegressionModel.GetInformationMatrix 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#
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.

See Also