linreg_ols: Linear Regression (OLS).

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

Description

Estimates parameters of a linear regression model using the closed form of the Ordinary Least Squares (OLS) estimator.

Usage

linreg_ols(X, y, FUN = linreg_inv)

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.
FUN	OLS function to use. The options are linreg_inv using the inverse of X, linreg_qr using the QR Decomposition of X, and linreg_svd using the Singular Value Decomposition (SVD) of X.

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.