linearFit: linearFit

In xietian99/LinearModel: Fitted a linear regression model, conduct single variable testing, conduct Generalized Linear Hypothesis testing

Description

Gets the fitted linear regression model results

Usage

linearFit(X, Y)

Arguments

X	input indicator variable matrix, not including intercept 1
Y	input response variable vector

Value

a list $coefficient: the coefficient of each indicator variable and corresponding; $test: single variable t-statistics and corresponding p-value $CI: 95 $MSE, $df.res

Examples

n = 1e3
p = 20
Y = runif(n,-5,5)
X = matrix(rnorm(n*p,0,1),n,p)

xietian99/LinearModel documentation built on Nov. 27, 2019, 12:31 a.m.