frlr {fRLR}R Documentation

Fit Repeated Linear Regressions with the Product of Two Variables

Description

Fit a set of linear regressions which differ only in the product of two variables.

Usage

frlr(R_X, R_Y, R_COV)

Arguments

R_X

the observation matrix

R_Y

the response

R_COV

common variables

Value

the fitting results for each regression.

Author(s)

Lijun Wang

References

https://stats.hohoweiya.xyz//regression/2017/09/26/An-R-Package-Fit-Repeated-Linear-Regressions/

Examples

library(fRLR)
set.seed(123)
X = matrix(rnorm(50), 10, 5)
Y = rnorm(10)
COV = matrix(rnorm(40), 10, 4)
frlr(X, Y, COV)

[Package fRLR version 1.1 Index]