ols: Ordinary Least Squares

In ipd: Inference on Predicted Data

Ordinary Least Squares

Description

Computes the ordinary least squares coefficients.

Usage

ols(X, Y, return_se = FALSE)

Arguments

X	(matrix): n x p matrix of covariates.
Y	(vector): p-vector of outcome values.
return_se	(bool, optional): Whether to return the standard errors of the coefficients.

Value

(list): A list containing the following:

theta

(vector): p-vector of ordinary least squares estimates of the coefficients.

se

(vector): If return_se == TRUE, return the p-vector of standard errors of the coefficients.

ipd documentation built on March 11, 2026, 5:07 p.m.