reg: linear regression

In RegKink: Regression Kink with a Time-Varying Threshold

Description

This is a function computing OLS estimates of linear model.

Usage

reg(X,y)

Arguments

y	A vector of response.
X	data matrix

Value

bols	The ols estimates of a linear regression model.

Examples

pt1 <- proc.time()
##Simulated data
set.seed(12345)
n=200
e = rnorm(n)
X = cbind(1,rnorm(n))
b0 =c(1,2)
y = X
obj <- reg(X,y)

proc.time() - pt1

RegKink documentation built on April 15, 2021, 9:10 a.m.