linreg_inv: Linear Regression Coefficients (Inverse of X).

In jeksterslabds/jeksterslabRds: Jekster's Lab Data Science and Statistics

Description

Estimates coefficients of a linear regression model using

\mathbf{\hat{β}} = ≤ft( \mathbf{X}^{\prime} \mathbf{X} \right)^{-1} ≤ft( \mathbf{X}^{\prime} \mathbf{y} \right)

Usage

linreg_inv(X, y)

Arguments

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 a k \times 1 matrix of k unknown regression coefficients (\hat{β}) estimated using ordinary least squares.

Author(s)

Ivan Jacob Agaloos Pesigan

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