Method: Statsample::Regression::Multiple::BaseEngine#estimated_variance_covariance_matrix

Defined in:
lib/statsample/regression/multiple/baseengine.rb

#estimated_variance_covariance_matrix ⇒ Object

Estimated Variance-Covariance Matrix Used for calculation of se of constant


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# File 'lib/statsample/regression/multiple/baseengine.rb', line 165

def estimated_variance_covariance_matrix
  #mse_p=mse
  columns=[]
  @ds_valid.vectors.each{|k|
    v = @ds_valid[k]
    columns.push(v.to_a) unless k == @y_var
  }
  columns.unshift([1.0]*@valid_cases)
  x=::Matrix.columns(columns)
  matrix=((x.t*x)).inverse * mse
  matrix.collect {|i| Math::sqrt(i) if i>=0 }
end