Man pages for jeksterslabds/jeksterslabRlinreg
Jekster's Lab Linear Regression Utilities

anovatableAnalysis of Variance
betahatEstimates of Regression Coefficients \boldsymbol{\hat{beta}}
betahatinferenceRegression Coefficients Hypothesis Test and Confidence...
ciConfidence Intervals of Estimates of Regression Coefficients
descriptivesDescriptive Statistics
dot-anovatableAnalysis of Variance (from RSS and ESS)
dot-betahatinferenceRegression Coefficients Hypothesis Test and Confidence...
dot-betahatnormEstimates of Regression Coefficients \boldsymbol{\hat{beta}}...
dot-betahatqrEstimates of Regression Coefficients \boldsymbol{\hat{beta}}...
dot-betahatsvdEstimates of Regression Coefficients \boldsymbol{\hat{beta}}...
dot-ESSExplained Sum of Squares (from \mathbf{\hat{y}} and...
dot-hLeverage
dot-interceptRegression Intercept beta_{1}
dot-intercepthatEstimated Regression Intercept \hat{beta}_{1}
dot-MM Matrix
dot-modelModel Assessment
dot-MSEMean Squared Error (from \mathrm{RSS})
dot-MyResiduals <=ft( \boldsymbol{\hat{\varepsilon}} = \mathbf{My}...
dot-Pyy-hat <=ft( \mathbf{\hat{y}} = \mathbf{P} \mathbf{y} \right)
dot-R2fromESSCoefficient of Determination R^2 (from ESS)
dot-R2fromRSSCoefficient of Determination R^2 (from RSS)
dot-Rbar2Adjusted R-squared \bar{R}^{2} (from R^2)
dot-RMSERoot Mean Squared Error (from \mathrm{RSS})
dot-RSSResidual Sum of Square (from \boldsymbol{\hat{\varepsilon}})
dot-sehatbetahatStandard Errors of Estimates of Regression Coefficients (from...
dot-sehatbetahatbiasedStandard Errors of Estimates of Regression Coefficients (from...
dot-sehatslopeshatprimedeltaStandard Errors of Standardized Estimates of Regression...
dot-sehatslopeshatprimetbStandard Errors of Standardized Estimates of Regression...
dot-sigma2hatepsilonhatResidual Variance \hat{sigma}_{\hat{\varepsilon}}^{2} (from...
dot-sigma2hatepsilonhatbiasedResidual Variance \hat{sigma}_{\hat{\varepsilon} \...
dot-slopesRegression Slopes \boldsymbol{beta}_{2, \cdots, k}
dot-slopeshatEstimates of Regression Slopes \boldsymbol{\hat{beta}}_{2,...
dot-slopeshatprimeEstimates of Regression Standardized Slopes...
dot-slopeshatprimeinferenceStandardized Regression Slopes Hypothesis Test and Confidence...
dot-slopesprimeRegression Standardized Slopes \boldsymbol{beta}_{2, \cdots,...
dot-tepsilonhatStudentized Residuals
dot-vcovhatbetahatVariance-Covariance Matrix of Estimates of Regression...
dot-vcovhatbetahatbiasedVariance-Covariance Matrix of Estimates of Regression...
dot-Xbetahaty-hat <=ft( \mathbf{\hat{y}} = \mathbf{X}...
dot-yminusyhatResiduals <=ft( \boldsymbol{\hat{\varepsilon}} = \mathbf{y} -...
epsilonhatResiduals <=ft( \boldsymbol{\hat{\varepsilon}} = \mathbf{y} -...
ESSExplained Sum of Squares
hLeverage
interceptRegression Intercept beta_{1}
intercepthatEstimated Regression Intercept \hat{beta}_{1}
linregLinear Regression
MM Matrix
modelModel Assessment
MSEMean Squared Error
muthetaModel-Implied Mean Vector \boldsymbol{mu} <=ft(...
MyResiduals <=ft( \boldsymbol{\hat{\varepsilon}} = \mathbf{My}...
nhstHypothesis Test for Estimates of Regression Coefficients
PP Matrix
Pyy-hat <=ft( \mathbf{\hat{y}} = \mathbf{P} \mathbf{y} \right)
R2Coefficient of Determination R^2
Rbar2Adjusted R-squared \bar{R}^{2}
residual.plotResidual Plots
RMSERoot Mean Squared Error
RSSResidual Sum of Squares
scatter.plotScatter Plot Matrix
sehatbetahatStandard Errors of Estimates of Regression Coefficients (from...
sehatbetahatbiasedStandard Errors of Estimates of Regression Coefficients (from...
sehatslopeshatprimedeltaStandard Errors of Standardized Estimates of Regression...
sehatslopeshatprimetbStandard Errors of Standardized Estimates of Regression...
sigma2epsilonError Variance sigma_{\varepsilon}^{2}
sigma2hatepsilonhatResidual Variance \hat{sigma}_{\hat{\varepsilon}}^{2}
sigma2hatepsilonhatbiasedResidual Variance \hat{sigma}_{\hat{\varepsilon} \...
SigmathetaModel-Implied Variance-Covariance Matrix \boldsymbol{Sigma}...
slopesRegression Slopes \boldsymbol{beta}_{2, \cdots, k}
slopeshatEstimates of Regression Slopes \boldsymbol{\hat{beta}}_{2,...
slopeshatprimeEstimates of Regression Standardized Slopes...
slopeshatprimeinferenceStandardized Regression Slopes Hypothesis Test and Confidence...
slopesprimeRegression Standardized Slopes \boldsymbol{beta}_{2, \cdots,...
tepsilonhatStudentized Residuals
TSSTotal Sum of Squares.
vcovhatbetahatVariance-Covariance Matrix of Estimates of Regression...
vcovhatbetahatbiasedVariance-Covariance Matrix of Estimates of Regression...
Xbetahaty-hat <=ft( \mathbf{\hat{y}} = \mathbf{X}...
yhaty-hat <=ft( \mathbf{\hat{y}} = \mathbf{X}...
yminusyhatResiduals <=ft( \boldsymbol{\hat{\varepsilon}} = \mathbf{y} -...
jeksterslabds/jeksterslabRlinreg documentation built on Jan. 7, 2021, 8:30 a.m.