dev.nm.stat.regression.linear

Class LMBeta

java.lang.Object

dev.nm.stat.regression.linear.LMBeta

Direct Known Subclasses:

GLMBeta, LogisticBeta, OLSBeta

public abstract class LMBeta
extends Object

Beta coefficients are the outcomes of fitting a linear regression model. β are the coefficients of a linear model. Its estimation is \(\hat{\beta}\).

Constructor Summary

Constructors

Constructor and Description
LMBeta(Vector betaHat) Constructs an instance of Beta.

Method Summary

Modifier and Type	Method and Description
ImmutableVector	betaHat() Gets the coefficient estimates, \(\hat{\beta}\).
abstract ImmutableMatrix	covariance() Gets the covariance matrix of the coefficient estimates, \(\hat{\beta}\).
ImmutableVector	stderr() Gets the standard errors of the coefficients \(\hat{\beta}\).
ImmutableVector	t() Gets the t- or z- value of the regression coefficients \(\hat{\beta}\).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LMBeta

public LMBeta(Vector betaHat)

Constructs an instance of Beta.

Parameters:

betaHat - the coefficient estimates, \(\hat{\beta}\)

Method Detail

betaHat

public ImmutableVector betaHat()

Gets the coefficient estimates, \(\hat{\beta}\).

Returns:

the coefficient estimates, \(\hat{\beta}\)

covariance

public abstract ImmutableMatrix covariance()

Gets the covariance matrix of the coefficient estimates, \(\hat{\beta}\).

Returns:

the covariance matrix of the coefficient estimates, \(\hat{\beta}\)

stderr

public ImmutableVector stderr()

Gets the standard errors of the coefficients \(\hat{\beta}\).

Returns:

the standard errors of the coefficients \(\hat{\beta}\)

t

public ImmutableVector t()

Gets the t- or z- value of the regression coefficients \(\hat{\beta}\).

Returns:

the t- or z- value of the regression coefficients \(\hat{\beta}\)