my.ols: Ordinary Least Squares

Description Usage Arguments Examples

View source: R/my.ols.R

Description

This function returns point estimates and the variance-covariance matrix. Written for data.table arguments.

Usage

1
my.ols(Yvar, Xvars, data, intercept = TRUE, varcov = "het", tolerance = 1e-16)

Arguments

Yvar

Dependent variable

Xvars

Character vector of control variables

data

Of type data.table

intercept

Logical, if including 1 as model intercept

varcov

Method for variance-covariance estimation

tolerance

Tolerance level for matrix inversion

Examples

1

joshuadhigbee/myAppliedMetrics documentation built on March 19, 2021, 3:45 p.m.