/** * Calculates the estimated variance of the error term using the formula * <pre> * Var(u) = Tr(u' Omega^-1 u)/(n-k) * </pre> * where n and k are the row and column dimensions of the design * matrix X. * * @return error variance * @since 2.2 */ @Override protected double calculateErrorVariance() { RealVector residuals = calculateResiduals(); double t = residuals.dotProduct(getOmegaInverse().operate(residuals)); return t / (getX().getRowDimension() - getX().getColumnDimension()); }
/** * Calculates the estimated variance of the error term using the formula * <pre> * Var(u) = Tr(u' Omega^-1 u)/(n-k) * </pre> * where n and k are the row and column dimensions of the design * matrix X. * * @return error variance * @since 2.2 */ @Override protected double calculateErrorVariance() { RealVector residuals = calculateResiduals(); double t = residuals.dotProduct(getOmegaInverse().operate(residuals)); return t / (getX().getRowDimension() - getX().getColumnDimension()); }
/** * Calculates the estimated variance of the error term using the formula * <pre> * Var(u) = Tr(u' Omega^-1 u)/(n-k) * </pre> * where n and k are the row and column dimensions of the design * matrix X. * * @return error variance * @since 2.2 */ @Override protected double calculateErrorVariance() { RealVector residuals = calculateResiduals(); double t = residuals.dotProduct(getOmegaInverse().operate(residuals)); return t / (getX().getRowDimension() - getX().getColumnDimension()); }