How do I run the program below in Matlab? b) How do I extend this program to calculate the R2 of this regression? How do I calculate the covariance matrix of the OLS estimator
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
n=100;
alpha=1;
beta=1.5;
e = randn(n,1);
x=rand(n,1);
y=alpha + x*beta + e;
x=[ones(n,1), x];
bhat = inv(x'*x)*x'*y;
disp 'The OLS estimate of beta is';
disp(bhat);
resids = y - x*bhat;
s2 = resids'*resids/(n-2);
disp 'The OLS estimator of the error variance is';
disp(s2);
a) Run the above program in Matlab and describe what each line of this program does.
b) Extend this program to calculate the R2 of this regression and print out the result.
c) Extend this program to calculate the covariance matrix of the OLS estimators
0 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Linear Regression en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!