boot1: First Boostrap Procedure For parameter estimations

In DBfit: A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors

Description

Function performing the first bootstrap procedure to yield the parameter estimates

Usage

boot1(y, phi1, arp, nbs, x, allb, method, scores)

Arguments

y	the response variable
phi1	the Durbin two-stage estimate of the autoregressive parameter rho
arp	the order of autoregressive errors
nbs	the bootstrap size
x	the original design matrix (including intercept), without centering
allb	all the Durbin two-stage estimates of the regression coefficients
method	If "OLS", uses the ordinary least square; If "RANK", uses the rank-based fit
scores	Default is Wilcoxon scores

Value

An estimate of the bias is returned

Note

This function is for internal use. The main function for users is dbfit.

DBfit documentation built on May 1, 2021, 1:09 a.m.