Nothing
regression <-
function(y, x)
{
n <- length(y)
p <- dim(x)[2]
xTx.inv <- solve(t(x) %*% x)
betahat <- as.vector(xTx.inv %*% t(x) %*% y)
resid <- y - x %*% betahat
varhat <- (sum(resid^2)) * diag(xTx.inv) / (n - p)
se <- sqrt(varhat)
pval <- 2 * pt(-abs(betahat / se), df = n - p)
out <- list(betahat, se, betahat / se, n - p, pval)
names(out) <- c("betahat", "se", "t", "df", "pval")
return(out)
}
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