Displaying 1 result from an estimated 1 matches for "coeffcorr".
2007 Nov 21
1
equivalent of Matlab robustfit?
...ighted average of ols_s and robust_s
'se' standard error of coefficient estimates
't' ratio of b to stats.se
'p' p-values for stats.t
'covb' estimated covariance matrix for coefficient estimates
'coeffcorr' estimated correlation of coefficient estimates
'w' vector of weights for robust fit
'h' vector of leverage values for least squares fit
'dfe' degrees of freedom for error
'R' R factor in QR decomposit...