Each row of Y and X is an observation and each column a variable.
The return values beta, v, and r are defined as follows.
s^2
.
r = y - x *
beta
.
Each row of y and x is an observation and each column a variable.
The return values beta, sigma, and r are defined as follows.
beta = pinv (x) *
y
, where pinv (x)
denotes the pseudoinverse of
x.
sigma = (y-x*beta)' * (y-x*beta) / (t-rank(x))
r = y - x * beta
.
Go to the first, previous, next, last section, table of contents.