清空筛选条件
清空筛选条件

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 次查看（过去 30 天）
Chris Herdelin
Chris Herdelin 2021-9-2
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

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Regression 的更多信息

标签

产品


版本

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by