PerRegMod (version 4.4.3)

LSE_Reg_per: Least squares estimator for periodic coefficients regression model

Description

LSE_Reg_per() function gives the least squares estimation of parameters of a periodic coefficients regression model.

Usage

LSE_Reg_per(x,y,s)

Value

beta

Parameters to be estimated.

X

Matrix of predictors.

Y

The response vector.

Arguments

x

A list of independent variables with dimension \(p\).

y

A response variable.

s

A period of the regression model.

Examples

set.seed(6)
n=400
s=4
x1=rnorm(n,0,1.5)
x2=rnorm(n,0,0.9)
x3=rnorm(n,0,2)
x4=rnorm(n,0,1.9)
y=rnorm(n,0,2.5)
x=list(x1,x2,x3,x4)
LSE_Reg_per(x,y,s)