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Shared regression types — Lodestar.Stats.Regression

The data types more than one estimator family reads or returns: the test every family reports its χ² and F statistics as, and the lag windows the kernel covariances weight with. Like every public data type of the packages they are compiled into Lodestar.Abstractions (decision 0003) and forwarded from here.

Types

Type	What it is
WaldTest	A statistic, its p-value and its degrees of freedom.
KernelType	Bartlett, Parzen or quadratic spectral.

See also

• Instrumental variables and panel regression, which use them.