Make calculation of variance of beta utilize QR decomposition.

aurora-mm · Oct 9, 2024 · 14d95c3 · 14d95c3
1 parent b3369cc
commit 14d95c3
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/R/LinearRegression.R b/R/LinearRegression.R
@@ -43,7 +43,7 @@ linreg <- function(formula, data) {
   sigma2 <- sum(resid^2) / (n - p)
 
   # Variance of betas
-  var_beta <- sigma2 * solve(t(X) %*% X)
+  var_beta <- sigma2 * solve(R) %*% t(solve(R))
 
   # Return S3 object of class linreg
   return(structure(list(