com.numericalmethod.suanshu.stats.regression.panel

Class OLSPanelRegression

java.lang.Object

com.numericalmethod.suanshu.stats.regression.panel.OLSPanelRegression

All Implemented Interfaces:

PanelRegression, java.io.Serializable

public class OLSPanelRegression
extends java.lang.Object
implements PanelRegression

Implementation of PanelRegression using OLS (ordinary least square).

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
OLSPanelRegression()

Method Summary

Modifier and Type	Method and Description
PanelRegressionResult	solve(java.util.List<Vector> yt, java.util.List<Matrix> At, boolean addIntercept) Solve panel regression of the following form: \[ y_{t} = A_{t} x + \epsilon_{t} \]

Methods inherited from class java.lang.Object

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

Constructor Detail

OLSPanelRegression

public OLSPanelRegression()

Method Detail

solve

public PanelRegressionResult solve(java.util.List<Vector> yt,
                                   java.util.List<Matrix> At,
                                   boolean addIntercept)

Description copied from interface: PanelRegression

Solve panel regression of the following form: \[ y_{t} = A_{t} x + \epsilon_{t} \]

Specified by:

solve in interface PanelRegression

Parameters:

yt - list of column vectors \( y_{t} \)

At - list of matrices \( A_{t} \)

addIntercept - true iff to add an intercept term to the regression

Returns:

instance of PanelRegressionResult