ISummaryStatistics.Jstat

Syntax

Jstat: Double;

Description

The Jstat property returns value of J-statistics.

Comments

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.

Example

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

See also:

ISummaryStatistics | Calculation method for J-statistics