linmodEst <- function(x, y) {
coef <- solve(t(x) %*% x) %*% t(x) %*% y
## degrees of freedom and standard deviation of residuals
df <- nrow(x) - ncol(x)
sigma2 <- sum((y - x %*% coef) ^ 2) / df
## compute sigma^2 * (x’x)^-1
vcov <- sigma2 * solve(t(x) %*% x)
colnames(vcov) <- rownames(vcov) <- colnames(x)
list(
coefficients = coef,
vcov = vcov,
sigma = sqrt(sigma2),
df = df
)
}
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