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

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

Field Summary

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

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