ols1a — ordinary least squares
[results]=ols1a(y,x,results)
y = dependent variable vector (nobs x 1)
x = independent variables matrix (nobs x nvar)
results: an existing tlist of regression results
a tlist with:
- results('meth') = 'ols'
- results('beta') = bhat
- results('tstat') = t-stats
- results('yhat') = yhat
- results('resid') = residuals
- results('sige') = e'*e/(n-k)
- results('rsqr') = rsquared
- results('rbar') = rbar-squared
- results('dw') = Durbin-Watson Statistic
- results('nobs') = nobs
- results('nvar') = nvars
- results('y') = y data vector
- results('x') = x data matrix