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Computes the ordinary least squares coefficients.

Usage

ols(X, Y, return_se = FALSE)

Arguments

X

(matrix): n x p matrix of covariates.

Y

(vector): p-vector of outcome values.

return_se

(bool, optional): Whether to return the standard errors of the coefficients.

Value

(list): A list containing the following:

theta

(vector): p-vector of ordinary least squares estimates of the coefficients.

se

(vector): If return_se == TRUE, return the p-vector of standard errors of the coefficients.