dot-sehatbetahatbiased: Standard Errors of Estimates of Regression Coefficients (from...

In jeksterslabds/jeksterslabRlinreg: Jekster's Lab Linear Regression Utilities

Description

Standard Errors of Estimates of Regression Coefficients (from \hat{σ}_{\varepsilon \ \textrm{biased}}^{2})

Usage

.sehatbetahatbiased(vcovhatbetahatbiased = NULL, X, y)

Arguments

vcovhatbetahatbiased	k by k matrix. k \times k biased variance-covariance matrix of estimates of regression coefficients.
X	n by k numeric matrix. The data matrix \mathbf{X} (also known as design matrix, model matrix or regressor matrix) is an n \times k matrix of n observations of k regressors, which includes a regressor whose value is 1 for each observation on the first column.
y	Numeric vector of length n or n by 1 matrix. The vector \mathbf{y} is an n \times 1 vector of observations on the regressand variable.

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other standard errors of estimates of regression coefficients functions: .sehatbetahat(), .sehatslopeshatprimedelta(), .sehatslopeshatprimetb(), sehatbetahatbiased(), sehatbetahat(), sehatslopeshatprimedelta(), sehatslopeshatprimetb()

jeksterslabds/jeksterslabRlinreg documentation built on Jan. 7, 2021, 8:30 a.m.