## Regression Models ## Instance Functionality ### ols( endog, exog ) What's the `endog`, `exog`? Please see: http://statsmodels.sourceforge.net/stable/endog_exog.html `ols` use ordinary least square(OLS) method to estimate linear model and return a `model`object. `model` object attribute is vrey like to `statsmodels` result object attribute (nobs,coef,...). The following example is compared by `statsmodels`. They take same result exactly. var A=[[1,2,3], [1,1,0], [1,-2,3], [1,3,4], [1,-10,2], [1,4,4], [1,10,2], [1,3,2], [1,4,-1]]; var b=[1,-2,3,4,-5,6,7,-8,9]; var model=jStat.models.ols(b,A); // coefficient estimated model.coef // -> [0.662197222856431, 0.5855663255775336, 0.013512111085743017] // R2 model.R2 // -> 0.309 // t test P-value model.t.p // -> [0.8377444317889267, 0.15296736158442314, 0.9909627983826583] // f test P-value model.f.pvalue // -> 0.3306363671859872 The adjusted R^2 provided by jStat is the formula variously called the 'Wherry Formula', 'Ezekiel Formula', 'Wherry/McNemar Formula', or the 'Cohen/Cohen Formula', and is the same as the adjusted R^2 value provided by R's `summary.lm` method on a linear model.