linreg_svd: Linear Regression Coefficients (Singular Value...

Description Usage Arguments Value

View source: R/linreg.R

Description

Estimates coefficients of a linear regression model using the Singular Value Decomposition.

Usage

1
linreg_svd(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.


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