Class OLSBeta
- java.lang.Object
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- dev.nm.stat.regression.linear.LMBeta
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- dev.nm.stat.regression.linear.ols.OLSBeta
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public class OLSBeta extends LMBeta
Beta coefficient estimator, β^, of an Ordinary Least Square linear regression model.
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Constructor Summary
Constructors Constructor Description OLSBeta(Vector betaHat, OLSResiduals residuals)
Constructs an instance ofBeta
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ImmutableMatrix
covariance()
Gets the covariance matrix of the coefficient estimates, β^.
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Constructor Detail
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OLSBeta
public OLSBeta(Vector betaHat, OLSResiduals residuals)
Constructs an instance ofBeta
.- Parameters:
betaHat
- β^ of an OLS regressionresiduals
- the residuals of an OLS regression
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Method Detail
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covariance
public ImmutableMatrix covariance()
Description copied from class:LMBeta
Gets the covariance matrix of the coefficient estimates, β^.- Specified by:
covariance
in classLMBeta
- Returns:
- the covariance matrix of the coefficient estimates, β^
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