com.numericalmethod.suanshu.stats.regression.linear.ols

Class Beta

java.lang.Object

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

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

All Implemented Interfaces:

java.io.Serializable

Direct Known Subclasses:

Beta

public class Beta
extends Beta

Beta coefficient estimates, β^, of an Ordinary Least Square linear regression model.

Statistics of the β^ coefficients are also included: t-value

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
ImmutableVector	t the z- or t-value for the regression coefficients β^

Fields inherited from class com.numericalmethod.suanshu.stats.regression.linear.Beta

betaHat, covariance, stderr

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Beta(Vector betaHat, Matrix covariance) 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

t

public final ImmutableVector t

the z- or t-value for the regression coefficients β^

Constructor Detail

Beta

protected Beta(Vector betaHat,
               Matrix covariance)

Construct an instance of Beta.

Parameters:

betaHat - β^

covariance - the covariance of the residuals of this ols regression