ProbJstat: Double;
The ProbJstat property returns value of J-statistics probability.
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.
The property use is given in the example for ISummaryStatistics.HQcriterion.
See also:
ISummaryStatistics | Calculation method for J-statistics