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| <h2 title="Interface MultipleLinearRegression" class="title">Interface MultipleLinearRegression</h2> |
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| <dd><a href="../../../../../../org/apache/commons/math3/stat/regression/AbstractMultipleLinearRegression.html" title="class in org.apache.commons.math3.stat.regression">AbstractMultipleLinearRegression</a>, <a href="../../../../../../org/apache/commons/math3/stat/regression/GLSMultipleLinearRegression.html" title="class in org.apache.commons.math3.stat.regression">GLSMultipleLinearRegression</a>, <a href="../../../../../../org/apache/commons/math3/stat/regression/OLSMultipleLinearRegression.html" title="class in org.apache.commons.math3.stat.regression">OLSMultipleLinearRegression</a></dd> |
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| <pre>public interface <span class="strong">MultipleLinearRegression</span></pre> |
| <div class="block">The multiple linear regression can be represented in matrix-notation. |
| <pre> |
| y=X*b+u |
| </pre> |
| where y is an <code>n-vector</code> <b>regressand</b>, X is a <code>[n,k]</code> matrix whose <code>k</code> columns are called |
| <b>regressors</b>, b is <code>k-vector</code> of <b>regression parameters</b> and <code>u</code> is an <code>n-vector</code> |
| of <b>error terms</b> or <b>residuals</b>. |
| |
| The notation is quite standard in literature, |
| cf eg <a href="http://www.econ.queensu.ca/ETM">Davidson and MacKinnon, Econometrics Theory and Methods, 2004</a>.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.0</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: MultipleLinearRegression.java 1416643 2012-12-03 19:37:14Z tn $</dd></dl> |
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| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MultipleLinearRegression.html#estimateRegressandVariance()">estimateRegressandVariance</a></strong>()</code> |
| <div class="block">Returns the variance of the regressand, ie Var(y).</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MultipleLinearRegression.html#estimateRegressionParameters()">estimateRegressionParameters</a></strong>()</code> |
| <div class="block">Estimates the regression parameters b.</div> |
| </td> |
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| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MultipleLinearRegression.html#estimateRegressionParametersStandardErrors()">estimateRegressionParametersStandardErrors</a></strong>()</code> |
| <div class="block">Returns the standard errors of the regression parameters.</div> |
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| <tr class="rowColor"> |
| <td class="colFirst"><code>double[][]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MultipleLinearRegression.html#estimateRegressionParametersVariance()">estimateRegressionParametersVariance</a></strong>()</code> |
| <div class="block">Estimates the variance of the regression parameters, ie Var(b).</div> |
| </td> |
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| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/stat/regression/MultipleLinearRegression.html#estimateResiduals()">estimateResiduals</a></strong>()</code> |
| <div class="block">Estimates the residuals, ie u = y - X*b.</div> |
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| <pre>double[] estimateRegressionParameters()</pre> |
| <div class="block">Estimates the regression parameters b.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>The [k,1] array representing b</dd></dl> |
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| <pre>double[][] estimateRegressionParametersVariance()</pre> |
| <div class="block">Estimates the variance of the regression parameters, ie Var(b).</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>The [k,k] array representing the variance of b</dd></dl> |
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| <pre>double[] estimateResiduals()</pre> |
| <div class="block">Estimates the residuals, ie u = y - X*b.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>The [n,1] array representing the residuals</dd></dl> |
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| <pre>double estimateRegressandVariance()</pre> |
| <div class="block">Returns the variance of the regressand, ie Var(y).</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>The double representing the variance of y</dd></dl> |
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| <pre>double[] estimateRegressionParametersStandardErrors()</pre> |
| <div class="block">Returns the standard errors of the regression parameters.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>standard errors of estimated regression parameters</dd></dl> |
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