Mercurial > hg > octave-nkf
diff scripts/statistics/base/gls.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
---|---|
date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | 69b167451491 |
children | 434790acb067 |
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--- a/scripts/statistics/base/gls.m +++ b/scripts/statistics/base/gls.m @@ -32,7 +32,7 @@ ## @end ifinfo ## where ## @iftex -## @tex +## @tex ## $y$ is a $t \times p$ matrix, $x$ is a $t \times k$ matrix, $b$ is a $k ## \times p$ matrix, $e$ is a $t \times p$ matrix, and $o$ is a $tp \times ## tp$ matrix. @@ -44,20 +44,20 @@ ## @var{p} matrix, and @var{O} is a @var{T}@var{p} by @var{T}@var{p} ## matrix. ## @end ifinfo -## +## ## @noindent ## Each row of Y and X is an observation and each column a variable. -## +## ## The return values @var{beta}, @var{v}, and @var{r} are defined as ## follows. -## +## ## @table @var ## @item beta ## The GLS estimator for @var{b}. -## +## ## @item v ## The GLS estimator for @code{@var{s}^2}. -## +## ## @item r ## The matrix of GLS residuals, @code{@var{r} = @var{y} - @var{x} * ## @var{beta}}.