Stats Regression common - CyrilB1531/lodestar GitHub Wiki
Shared regression types — Lodestar.Stats.Regression
The data types more than one estimator family reads or returns: the test every family reports its
χ² and F statistics as, and the lag windows the kernel covariances weight with. Like every public
data type that carries no logic they are compiled into Lodestar.Abstractions
(decision 0003) and
forwarded from here.
Types
| Type | What it is |
|---|---|
WaldTest |
A statistic, its p-value and its degrees of freedom. |
KernelType |
Bartlett, Parzen or quadratic spectral. |
See also
- Instrumental variables and panel regression, which use them.