ols {ipd} | R Documentation |
Ordinary Least Squares
Description
Computes the ordinary least squares coefficients.
Usage
ols(X, Y, return_se = FALSE)
Arguments
X |
(matrix): n x p matrix of covariates. |
Y |
(vector): p-vector of outcome values. |
return_se |
(bool, optional): Whether to return the standard errors of the coefficients. |
Value
(list): A list containing the following:
- theta
(vector): p-vector of ordinary least squares estimates of the coefficients.
- se
(vector): If return_se == TRUE, return the p-vector of standard errors of the coefficients.
Examples
n <- 1000
X <- rnorm(n, 1, 1)
Y <- X + rnorm(n, 0, 1)
ols(X, Y, return_se = TRUE)
[Package ipd version 0.1.4 Index]