Class LMBeta

  • Direct Known Subclasses:
    GLMBeta, LogisticBeta, OLSBeta

    public abstract class LMBeta
    extends Object
    Beta coefficients are the outcomes of fitting a linear regression model. β are the coefficients of a linear model. Its estimation is β^.
    • Constructor Detail

      • LMBeta

        public LMBeta​(Vector betaHat)
        Constructs an instance of Beta.
        Parameters:
        betaHat - the coefficient estimates, β^
    • Method Detail

      • betaHat

        public ImmutableVector betaHat()
        Gets the coefficient estimates, β^.
        Returns:
        the coefficient estimates, β^
      • covariance

        public abstract ImmutableMatrix covariance()
        Gets the covariance matrix of the coefficient estimates, β^.
        Returns:
        the covariance matrix of the coefficient estimates, β^
      • stderr

        public ImmutableVector stderr()
        Gets the standard errors of the coefficients β^.
        Returns:
        the standard errors of the coefficients β^
      • t

        public ImmutableVector t()
        Gets the t- or z- value of the regression coefficients β^.
        Returns:
        the t- or z- value of the regression coefficients β^