ISummaryStatistics.ProbJstat

Fore Syntax

ProbJstat: Double;

Fore.NET Syntax

ProbJstat: double;

Description

The ProbJstat property returns value of J-statistics probability.

Comments

Value of J-statistics is returned by the ISummaryStatistics.Jstat property. J-statistics value is estimated for a regressive model that uses method of instrumental variables to estimate coefficients.

Fore and Fore.NET Examples

The property use is given in the example for ISummaryStatistics.HQcriterion.

See also:

ISummaryStatistics | Calculation method for J-statistics