Jstat: Double;
Jstat: double;
The Jstat property returns value of J-statistics.
J-statistics value is estimated for a regressive model that uses method of instrumental variables to estimate coefficients.
Use the ISummaryStatistics.ProbJstat property to get probability value for J-statistics.
The property use is given in the example for ISummaryStatistics.HQcriterion.
See also:
ISummaryStatistics | Calculation method for J-statistics