Hello,
Is there a way to extract the matrix of regressors after estimating a regression model? For instance, I can use @coefs to retrieve the vector of coefficients. Is there a similar command to get the matrix of regressors?
Thanks.
Matrix of regressors
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13318
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Re: Matrix of regressors
Matrix as in a matrix object, or do you want a group?
If the equation is non-linear do you want the underlying series data, or do you want the gradients?
If the equation is non-linear do you want the underlying series data, or do you want the gradients?
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Re: Matrix of regressors
it's OLS and I want the matrix object.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13318
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Matrix of regressors
use equation.makeregs and then @convert to convert the group into a matrix.
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