Grocer Function
NAME
ols0 - ordinary least squares
CALLING SEQUENCE
[bhat]=ols0(y,x)
PARAMETERS
Input
-
y = dependent variable vector (nobs x 1)
-
x = independent variables matrix (nobs x nvar)
Output
-
bhat = estimated beta in y=x*beta+u
DESCRIPTION
The most basic least-squares regression: provides only the estimated beta, bhat. Used mainly in other programs.
EXAMPLE
beta=ols0(y,x)
This example is taken from hwhite.
AUTHOR
Eric Dubois 2002