nurho: Creating a new response variable for Durbin stage 2
In DBfit: A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors
Description
Usage
Arguments
Details
Note
References
Description
It returns a new response variable (vector) for Durbin stage 2.
Usage
1
nurho(yc, adjphi)
Arguments
yc
the centered response variable y
adjphi
(initial) estimate of rho in Durbin stage 1
Details
see reference.
Note
This function is for internal use. The main function for users is dbfit.
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 Details Note References
Description
It returns a new response variable (vector) for Durbin stage 2.
Usage
1 | nurho(yc, adjphi)
|
Arguments
yc |
the centered response variable y |
adjphi |
(initial) estimate of rho in Durbin stage 1 |
Details
see reference.
Note
This function is for internal use. The main function for users is dbfit.
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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