jStat v1.6.3 Documentation


Table Of Contents


Regression Models

Instance Functionality

ols(endog,exog)

What's the endog, exog?

Please see:

http://statsmodels.sourceforge.net/stable/endog_exog.html

ols use ordinary least square(OLS) method to estimate linear model and return a modelobject.

model object attribute is vrey like to statsmodels result object attribute (nobs,coef,...).

The following example is compared by statsmodels. They take same result exactly.

	var A=[[1,2,3],
        [1,1,0],
        [1,-2,3],
        [1,3,4],
        [1,-10,2],
        [1,4,4],
        [1,10,2],
        [1,3,2],
        [1,4,-1]];
	var b=[1,-2,3,4,-5,6,7,-8,9];
	var model=jStat.models.ols(b,A);

// coefficient estimated
model.coef // -> [0.662197222856431, 0.5855663255775336, 0.013512111085743017]

	// R2
model.R2 // -> 0.309

	// t test P-value
model.t.p // -> [0.8377444317889267, 0.15296736158442314, 0.9909627983826583]

	// f test P-value
	model.f.pvalue // -> 0.3306363671859872