Linear regression modelling
Attributes
- Xmat
Covariate matrix
- addIntercept
Add an intercept term to the covariate matrix?
- colNames
List of covariate names
- y
Vector of responses
- Returns:
An object of type Lm with many useful attributes providing information about the regression fit
- Companion:
- object
- Graph
- Supertypes
Members list
Value members
Concrete methods
Predictions for a new matrix of covariates
Predictions for a new matrix of covariates
Attributes
- newX
New matrix of covariates
- Returns:
Prediction object
Prints a human-readable regression summary to the console
Prints a human-readable regression summary to the console
Attributes
Inherited methods
Attributes
- Inherited from:
- Product
Attributes
- Inherited from:
- Product
Concrete fields
Breeze QR object for the design matrix
Breeze QR object for the design matrix
Attributes
Design matrix (including intercept, if required)
Design matrix (including intercept, if required)
Attributes
The adjusted R^2 value for the regression
The adjusted R^2 value for the regression
Attributes
Fitted regression coefficients
Fitted regression coefficients
Attributes
Degrees of freedom
Degrees of freedom
Attributes
The f-statistic for the regression analysis
The f-statistic for the regression analysis
Attributes
Fitted values
Fitted values
Attributes
Vector containing the leverages (diagonal of the hat matrix)
Vector containing the leverages (diagonal of the hat matrix)
Attributes
Degrees of freedom for the F-statistic
Degrees of freedom for the F-statistic
Attributes
Number of observations
Number of observations
Attributes
Column names (including intercept)
Column names (including intercept)
Attributes
p-values for the regression coefficients
p-values for the regression coefficients
Attributes
The p-value associated with the f-statistic
The p-value associated with the f-statistic
Attributes
Number of variables (including any intercept)
Number of variables (including any intercept)
Attributes
n x p Q-matrix
n x p Q-matrix
Attributes
Q'y
Q'y
Attributes
p x p upper-triangular R-matrix
p x p upper-triangular R-matrix
Attributes
The R^2 value for the regression analysis
Attributes
Residuals
Residuals
Attributes
The inverse of the R-matrix
The inverse of the R-matrix
Attributes
Residual squared error
Residual squared error
Attributes
Residual sum of squares
Residual sum of squares
Attributes
Standard errors for the regression coefficients
Standard errors for the regression coefficients
Attributes
Square root of the leverage vector
Square root of the leverage vector
Attributes
The sum-of-squares of the centred observations
Attributes
t-statistics for the regression coefficients
t-statistics for the regression coefficients
Attributes
The mean of the observations
The mean of the observations
Attributes
The centred observations