Displaying 1 result from an estimated 1 matches for "hatm".
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hat
2013 Feb 26
2
Efficient way to perform linear regressions
...2)
resu2=matrix(NA,nrow=10^4, ncol=2)
resu3=matrix(NA,nrow=10^4, ncol=2)
resu4=matrix(NA,nrow=10^4, ncol=2)
t1 = proc.time()
for (i in 1:10^4)
{
fit.ls = lsfit( x = X[M[i,],], y = Y[M[i,]], intercept=F)
resu1[i,] = c( fit.ls$coeff[2], sum((fit.ls$res)^2))
}
t2 = proc.time()
for (i in 1:10^4)
{
hatM = t(X[M[i,],])%*%X[M[i,],]
try( beta <- ( solve( hatM ) %*% t( X[M[i,],] )%*%Y[M[i,]] ), silent = T)
try( varr <- sum((Y[M[i,]]-X[M[i,],]%*%beta)^2), silent = T)
try( resu2[i, ] <- c( beta[2], varr ), silent = T)
}
t3 = proc.time()
for (i in 1:10^4)
{
hatM = t(X[M[i,],])%*%X[M[i,],]]...