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simtb_regression

PURPOSE

simtb_regression() - Performs least squares multiple linear regression

SYNOPSIS

function [t, beta] = simtb_regression(X,y)

DESCRIPTION

   simtb_regression()  - Performs least squares multiple linear regression

   Usage:
    >> [t, beta] = simtb_regression(X,y)

   INPUTS: 
   X          = [mobservations x nregressors] design matrix
   y          = [mobservations x 1] vector of observations

   OUTPUTS:
   t          = [nregressors x 1] vector of t-statistics for regressors
   beta       = [nregressors x 1] vector of beta coefficients for regressors

   see also: simtb_match_EST2TRUE()

CROSS-REFERENCE INFORMATION

This function calls:

This function is called by:

simtb_match_EST2TRUE simtb_match_EST2TRUE() - Matches estimated to true SMs based on maximum R^2 statistics