Logistic Regression Model.Get Information Matrix Method
Calculates the information matrix for the regression.
Definition
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A symmetric matrix that contains the information matrix of the regression.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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.