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

Description Usage Arguments Author(s) See Also Examples

View source: R/sehat.R

Description

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

Usage

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Arguments

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: .sehatbetahatbiased(), .sehatbetahat(), .sehatslopeshatprimedelta(), .sehatslopeshatprimetb(), sehatbetahat(), sehatslopeshatprimedelta(), sehatslopeshatprimetb()

Examples

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# Simple regression------------------------------------------------
X <- jeksterslabRdatarepo::wages.matrix[["X"]]
X <- X[, c(1, ncol(X))]
y <- jeksterslabRdatarepo::wages.matrix[["y"]]
sehatbetahatbiased(X = X, y = y)

# Multiple regression----------------------------------------------
X <- jeksterslabRdatarepo::wages.matrix[["X"]]
# age is removed
X <- X[, -ncol(X)]
sehatbetahatbiased(X = X, y = y)

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