fslaborg / fslaborg/FSharp.Stats
Goodness of fit functions for OrdinaryLeastSquares.Linear.Multivariable?
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enhancement
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- F#
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Description
**Is your feature request related to a problem? Please describe.**
I am following the goodness of fit quality [tutorial](https://fslab.org/FSharp.Stats/GoodnessOfFit.html). I want t-statistics and standard errors for coefficients from regressions with multiple independent variables. Are there functions to do this already?
The multivariate fit function (see https://fslab.org/FSharp.Stats/Fitting.html#Multivariable) has type of `x:Vector -> float` but `GoodnessOfFit.calculateSumOfSquares` expects `float -> float`. It appears that there is not a "multivariable" version.
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