ISmLIML.KClass

Syntax

KClass: Double;

Description

The KClass property determines the k parameter for the K-class method.

Comments

If k = 0, the estimate matches the OLS (vector regression by least squares method), and if k = 1, the estimate matches the 2SLS method (vector regression by two-step least squares method).

The property is relevant if ISmLIML.UseKClass = True.

Example

The property use is given in the example for ISmLIML.CovarianceMatrix