ols

swordfish.function.ols()

Return the result of an ordinary-least-squares regression of Y on X.

Note that null values in X and Y are treated as 0 in calculations.

Parameters:

• Y (Constant) – A vector indicating the dependent variable.

• X (Constant) – A vector/matrix/table/tuple indicating the independent variable(s).

• intercept (Constant, optional) – A Boolean variable indicating whether the regression includes the intercept. If it is true, the system automatically adds a column of 1’s to X to generate the intercept. The default value is true.

• mode (Constant, optional) –

  An integer indicating the contents in the output. It can be:

  • 0 (default): a vector of the coefficient estimates.

  • 1: a table with coefficient estimates, standard error, t-statistics, and p-values.

  • 2: a dictionary with the following keys: ANOVA, RegressionStat, Coefficient and Residual.

• method (Constant, optional) –

  A string indicating the method for the ordinary-least-squares regression problem.

  • When set to “default” (by default), ols solves the problem by constructing coefficient matrices and inverse matrices.

  • When set to “svd”, ols solves the problem by using singular value decomposition.

• usePinv (Constant, optional) –

  A Boolean value indicating whether to use pseudo-inverse method to calculate inverse of a matrix.

  • true (default): computing the pseudo-inverse of the matrix. It must be true for singular matrices.

  • false: computing the inverse of the matrix, which is only applicable to non-singular matrices.