boot2: First Boostrap Procedure For parameter estimations

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

Description

Function performing the second bootstrap procedure to yield the inference of the regression coefficients

Usage

boot2(y, xcopy, phi1, beta, nbs, method, scores)

Arguments

y	the response variable
xcopy	the original design matrix (including intercept), without centering
phi1	the estimate of the autoregressive parameter rho from the first bootstrap procedure
beta	the estimates of the regression coefficients from the first bootstrap procedure
nbs	the bootstrap size
method	If "OLS", uses the ordinary least square; If "RANK", uses rank-based fit
scores	Default is Wilcoxon scores

Value

betacov	the estimate of var-cov matrix of betas
allbeta	the estimates of betas inside of the second bootstrap, not the final estimates of betas. The final estimates of betas are still from boot1.
rhostar	the estimates of rho inside of the second bootstrap, not the final estimates of rho. The final estimate(s) of rho are still from boot1.
MSEstar	MSE used inside of the second bootstrap.

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.