Interface MultipleLinearRegression

    • Method Detail

      • estimateRegressionParameters

        double[] estimateRegressionParameters()
        Estimates the regression parameters b.
        Returns:
        The [k,1] array representing b
      • estimateRegressionParametersVariance

        double[][] estimateRegressionParametersVariance()
        Estimates the variance of the regression parameters, ie Var(b).
        Returns:
        The [k,k] array representing the variance of b
      • estimateResiduals

        double[] estimateResiduals()
        Estimates the residuals, ie u = y - X*b.
        Returns:
        The [n,1] array representing the residuals
      • estimateRegressandVariance

        double estimateRegressandVariance()
        Returns the variance of the regressand, ie Var(y).
        Returns:
        The double representing the variance of y
      • estimateRegressionParametersStandardErrors

        double[] estimateRegressionParametersStandardErrors()
        Returns the standard errors of the regression parameters.
        Returns:
        standard errors of estimated regression parameters