beta: Regression Coefficients as a Function of the Covariance...

In jeksterslab/strRegression: Structure of Regression

Description

Regression Coefficients as a Function of the Covariance Matrix

Usage

beta(sigmacapx, sigmayx, verbose = TRUE)

Arguments

sigmacapx	Numeric matrix. Covariance matrix of the regressors.
sigmayx	Numeric vector. Covariances between the regressand and regressor variables \boldsymbol{σ}_{y , \mathbf{X}} = \{ σ_{y, x_1}, σ_{y, x_j}, σ_{y, x_p} \}^{\prime} where j = \{ 1, \cdots, p \}.
verbose	Logical. If verbose = TRUE, print message if error occurs.

Value

A numeric vector.

Dependencies

• rmvn_chol() (test)

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Structure of Regression Functions: beta_of_sigmacap(), beta_of_vechsigmacap(), beta_wrt_vechsigmacap(), betastar_of_rhocap(), betastar_of_sigmacap(), betastar_of_theta(), betastar_of_vechsigmacap(), moments_helper(), mu_of_theta(), rsq_of_sigmacap(), rsq_of_theta(), rsq(), sigmacap_of_thetastar(), sigmacap_of_theta(), sigmasq_of_vechsigmacap(), sigmasq(), sigmaysq(), theta_helper(), theta_of_moments(), theta_of_sigmacap(), theta_of_vechsigmacap(), theta_wrt_vechsigmacap(), thetastar_helper(), thetastar_of_sigmacap(), thetastar_of_vechsigmacap(), thetastar(), theta()

jeksterslab/strRegression documentation built on Dec. 20, 2021, 10:12 p.m.