durbin1xy: Creating New X and Y for Durbin Stage 1
In DBfit: A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors
Description
Usage
Arguments
References
Description
Functions provides the tranformed reponse variable and model matrix for Durbin stage 1 fit. For details of the transformation, see the reference.
Usage
1
durbin1xy(y, x, arp)
Arguments
y
the orginal response variable
x
the orginal design matrix with first column of all one's (corresponding to the intercept)
arp
the order of autoregressive errors.
References
McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method
to analyze linear models with autoregressive error terms. Psychological methods,
5 (1), 87.
Shaofeng Zhang (2017). Ph.D. Dissertation.
DBfit documentation built on May 1, 2021, 1:09 a.m.
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Description Usage Arguments References
Description
Functions provides the tranformed reponse variable and model matrix for Durbin stage 1 fit. For details of the transformation, see the reference.
Usage
1 | durbin1xy(y, x, arp)
|
Arguments
y |
the orginal response variable |
x |
the orginal design matrix with first column of all one's (corresponding to the intercept) |
arp |
the order of autoregressive errors. |
References
McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method to analyze linear models with autoregressive error terms. Psychological methods, 5 (1), 87. Shaofeng Zhang (2017). Ph.D. Dissertation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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