AbstractMultipleLinearRegression
, GLSMultipleLinearRegression
, OLSMultipleLinearRegression
public interface MultipleLinearRegression
y=X*b+uwhere y is an
n-vector
regressand, X is a [n,k]
matrix whose k
columns are called
regressors, b is k-vector
of regression parameters and u
is an n-vector
of error terms or residuals.
The notation is quite standard in literature,
cf eg Davidson and MacKinnon, Econometrics Theory and Methods, 2004.Modifier and Type | Method | Description |
---|---|---|
double |
estimateRegressandVariance() |
Returns the variance of the regressand, ie Var(y).
|
double[] |
estimateRegressionParameters() |
Estimates the regression parameters b.
|
double[] |
estimateRegressionParametersStandardErrors() |
Returns the standard errors of the regression parameters.
|
double[][] |
estimateRegressionParametersVariance() |
Estimates the variance of the regression parameters, ie Var(b).
|
double[] |
estimateResiduals() |
Estimates the residuals, ie u = y - X*b.
|
double[] estimateRegressionParameters()
double[][] estimateRegressionParametersVariance()
double[] estimateResiduals()
double estimateRegressandVariance()
double[] estimateRegressionParametersStandardErrors()
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