linreg_ess: Linear Regression Explained Sum of Squares.

Description Usage Arguments Value Author(s)

View source: R/linreg.R

Description

Calculates explained sums of squares (ESS)

\boldsymbol{\hat{β}}^{\prime} \mathbf{X}^{\prime} \mathbf{X} \boldsymbol{\hat{β}} - n \mathbf{\bar{Y}}^{2}

.

Usage

1
linreg_ess(beta_hat = NULL, X, y)

Arguments

beta_hat

Vector of k estimated regression parameters. If NULL, regression coefficients are estimated using ≤ft( \mathbf{X}^{\prime} \mathbf{X} \right)^{-1} ≤ft( \mathbf{X}^{\prime} \mathbf{y} \right) .

X

The data matrix, that is an n \times k matrix of n observations of k regressors, which includes a regressor whose value is 1 for each observation.

y

n \times 1 vector of observations on the regressand variable.

Value

Returns the explained sum of squares.

Author(s)

Ivan Jacob Agaloos Pesigan


jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.