|
||||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | |||||||||
public interface MultipleLinearRegression
The multiple linear regression can be represented in matrix-notation.
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.
| Method Summary | |
|---|---|
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. |
| Method Detail |
|---|
double[] estimateRegressionParameters()
double[][] estimateRegressionParametersVariance()
double[] estimateResiduals()
double estimateRegressandVariance()
double[] estimateRegressionParametersStandardErrors()
|
||||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | |||||||||