Description Usage Arguments Value Author(s) See Also
ols.fit1 and ols.fit2 are auxiliary functions called by sm
, gets.mean
and gets.vol
. The ols.fit2 function returns slightly more information than ols.fit1, which makes the latter faster. However, variance-covariance are to be needed in a second step, then ols.fit2 is faster due to the additional information provided by it.
1 2 |
y |
numeric vector, the regressand |
x |
numeric matrix, the regressors |
tol |
numeric value (default = 1e-07). The tolerance for detecting linear dependencies in the columns of the regressors (see qr() function). Only used if LAPACK is FALSE |
LAPACK |
logical, TRUE or FALSE (default). If true use LAPACK otherwise use LINPACK (see qr() function) |
A list that contains some or all of the following elements:
qr |
|
rank |
|
qraux |
|
pivot |
|
xtxinv |
|
xtx |
|
xty |
|
coefficients |
Genaro Sucarrat (http://www.sucarrat.net/)
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