com.numericalmethod.suanshu.stats.regression.linear

Class Beta

java.lang.Object

com.numericalmethod.suanshu.stats.regression.linear.Beta

All Implemented Interfaces:

java.io.Serializable

Direct Known Subclasses:

Beta, Beta

public abstract class Beta
extends java.lang.Object
implements java.io.Serializable

Beta coefficients are the outcomes of fitting a linear regression model. β are the coefficients of a linear model. Its estimation is β^.

Statistics of the β^ coefficients are also included: standard error and covariance matrix.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
ImmutableVector	betaHat the coefficient estimates, β^
ImmutableMatrix	covariance the covariance matrix of the coefficient estimates, β^
ImmutableVector	stderr the standard errors of the coefficients β^

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Beta(Vector betaHat, Matrix covariance, Vector stderr) Construct an instance of Beta.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

betaHat

public final ImmutableVector betaHat

the coefficient estimates, β^

covariance

public final ImmutableMatrix covariance

the covariance matrix of the coefficient estimates, β^

stderr

public final ImmutableVector stderr

the standard errors of the coefficients β^

Constructor Detail

Beta

protected Beta(Vector betaHat,
               Matrix covariance,
               Vector stderr)

Construct an instance of Beta.

Parameters:

betaHat - the coefficient estimates, β^

covariance - the covariance matrix of the coefficient estimates, β^

stderr - the standard errors of the coefficients β^