Class OLSBeta


  • public class OLSBeta
    extends LMBeta
    Beta coefficient estimator, β^, of an Ordinary Least Square linear regression model.
    • Constructor Detail

      • OLSBeta

        public OLSBeta​(Vector betaHat,
                       OLSResiduals residuals)
        Constructs an instance of Beta.
        Parameters:
        betaHat - β^ of an OLS regression
        residuals - the residuals of an OLS regression
    • Method Detail

      • covariance

        public ImmutableMatrix covariance()
        Description copied from class: LMBeta
        Gets the covariance matrix of the coefficient estimates, β^.
        Specified by:
        covariance in class LMBeta
        Returns:
        the covariance matrix of the coefficient estimates, β^