GeneralizedLinearModel.GetInformationMatrix Method

Calculates the information matrix of the regression.

Definition

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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