com.numericalmethod.suanshu.stats.regression.panel

Interface PanelRegression

All Superinterfaces:

java.io.Serializable

All Known Implementing Classes:

OLSPanelRegression

public interface PanelRegression
extends java.io.Serializable

This interface defines methods for solving panel regression.

See Also:

Wikipedia: Panel analysis

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: \[ y_{t} = A_{t} x + \epsilon_{t} \]

Method Detail

solve

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

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

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