Let denote the covariance function matrix of a random vector. Then, the sparsity-function estimates of
is
where is the vector of the parameter estimates.
If you specify the CLB option in the MODEL
statement, PROC HPQUANTSELECT outputs the standard error, confidence limits, t value, and Pr > probability for each
in the parameter estimates table. Table 14.5 summarizes these statistics for
.
Table 14.5: More Statistics for
Statistic |
Definition |
|
---|---|---|
Standard error: |
|
|
|
|
|
t value |
|
|
Pr > |
p-value of the t value |
Here is the
element of
, and
denotes the
-level student’s t score with 1 degree of freedom.