public class OLSPanelRegression extends java.lang.Object implements PanelRegression
PanelRegression using OLS (ordinary least square).| Constructor and Description |
|---|
OLSPanelRegression() |
| 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:
\[
y_{t} = A_{t} x + \epsilon_{t}
\]
|
public PanelRegressionResult solve(java.util.List<Vector> yt, java.util.List<Matrix> At, boolean addIntercept)
PanelRegressionsolve in interface PanelRegressionyt - list of column vectors \( y_{t} \)At - list of matrices \( A_{t} \)addIntercept - true iff to add an intercept term to the regressionPanelRegressionResult