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PrincipalProjectionsRegressionCoefficients Property

Gets the coefficients of the regression of each active variable on the standardized principal variables.

Namespace:  Novacta.Analytics
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
public ReadOnlyDoubleMatrix RegressionCoefficients { get; }

Property Value

Type: ReadOnlyDoubleMatrix
The regression coefficients of the active variables on the standardized principal ones.
Remarks

Returns a matrix having as many rows as the number of active variables, and as many columns as the number of principal ones. Each row stores the estimated coefficients of a regression in which the corresponding active variable is modeled on a collection of explanatory variables represented by the standardized principal variables (no intercept included).

See Also