rsq: R-Squared as a Function of Regression Parameters

In jeksterslab/strRegression: Structure of Regression

Description

R-Squared as a Function of Regression Parameters

Usage

rsq(beta, sigmasq, sigmayx, sigmacapx)

Arguments

beta	Numeric vector. Partial regression slopes \boldsymbol{β} = \{ β_1, \cdots, β_p \}^{\prime} .
sigmasq	Numeric. Error variance σ^2.
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 \}.
sigmacapx	Numeric matrix. Covariance matrix of the regressor variables \boldsymbol{Σ}_{\mathrm{X}, \mathrm{X}} .

Value

A numeric vector of length 1.

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(), beta(), moments_helper(), mu_of_theta(), rsq_of_sigmacap(), rsq_of_theta(), 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.