Fit.LinReg: Fit Linear Regression Model

In zrmacc/LiST: Linear Score Tests

Description

Fit Linear Regression Model

Usage

Fit.LinReg(y, X = NULL, w = NULL, sig = 0.05)

Arguments

y	Numeric outcome vector.
X	Numeric model matrix. Include an intercept.
w	Optional vector of known, observation-specific weights.
sig	Significance level, for CIs.

Examples

## Not run: 
# Generate data
set.seed(100);
# Design
X = cbind(1,matrix(rnorm(4e3),nrow=1e3));
colnames(X) = c("int",paste0("x",seq(1:4)));
b = c(1,-0.1,0.2,-0.1,0);
# Linear predictor
h = as.numeric(MMP(X,b));
# Outcome
y = h+rnorm(1e3);
# Model fit
M = Fit.LinReg(y=y,X=X);
show(M);

## End(Not run)

zrmacc/LiST documentation built on May 9, 2019, 8:20 a.m.