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Student Support Forum: 'OLS' topicStudent Support Forum > General > "OLS"

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Yossi
08/24/08 03:32am

I have a function with 4 coefficients, which I want to estimate with OLS (see Eq-1)


The coefficients are: r,b0,b1,b2

The estimation is with, OLS attached (See Eq-2):

which:
X- is the coefficient vector,
Xdata is the variable vector
Ydata is the R(m) vector (which is YTM).
L denote length of the yield vector (m=1,2.12)

My question is how can I do that with mathematica?


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