fitOLS function

Ordinary Least Squares

Fits the standard OLS model.

fitOLS(y, X)

Arguments

• y: Nx1 Numeric vector.
• X: NxP Numeric matrix.

Returns

List containing the following: - Beta: Regression coefficient.

• V: Outcome variance.

• Ibb: Information matrix for beta.

• Resid: Outcome residuals.