Compute OLS diagnostics such as R^2, adjusted R^2, AIC, etc.
ols_diagnost(y, x)A list:
Point estimates of OLS regression.
Covariance matrix of point estimates.
The R^2 statistic from OLS regression.
The adjusted R^2 staistic from OLS regression.
The computed F-statistic.
First degress of freedom for F-statistic.
Second degrees of freedom for F-staitisc.
The AIC_c criterion by Hurvich and Tsai (1989)
The AIC criterion by Akaike (1974)
The BIC criterion by Schwarz and Gideon (1978)
Numeric vector.
Numeric matrix.
Akaike, H. (1974). "A new look at the statistical model identification", IEEE Transactions on Automatic Control, 19 (6): 716–723.
Hurvich, C. M., and Tsai, C.-L. (1989). "Regression and time series model selection in small samples", Biometrika, 76(2): 297–307,
Schwarz, G.(1978). "Estimating the dimension of a model", Annals of Statistics, 6 (2): 461–464.