reverse-shooting

Matlab scripts for reverse shooting
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lstiny.m (310B)

      1 % LStiny.m 
      2 %
      3 
      4 function [beta,tstat,sigma2,vcv,rsq] = lstiny(y,x);
      5 
      6 [N K] = size(x);
      7 xxinv = inv(x'*x);
      8 beta  = xxinv*x'*y;
      9 u     = y-x*beta;
     10 sigma2=u'*u/(N-K);
     11 stdest=sqrt(sigma2);
     12 vcv   =sigma2*xxinv;
     13 se    =sqrt(diag(vcv));
     14 tstat = beta./se;
     15 ybar  = 1/N*(ones(N,1)'*y);
     16 rsq   = 1-(u'*u)/(y'*y - N*ybar^2);
     17