lambda_test: lambda_test

In IOLS: Iterated Ordinary Least Squares Regression

lambda_test

Description

Printing and plotting of the lambda-test.

Usage

lambda_test(f, nB)

Arguments

f	An iOLS_path fitted model object that you want to apply this test on.
nB	The number of iteration that you want to be done in the bootstrap process used in the function.

Value

a lambda_test object.

Examples

data(DATASET)
y = DATASET$y
x = as.matrix(DATASET[,c("X1","X2")])
lm = lm(log(y+1) ~ x)
lm_coef = c(coef(lm))
X = cbind(rep(1, nrow(x)), x)
k = iOLS_path(y, X, b_init = lm_coef, deltainf = 10^-5,
deltasup = 10^4, nbre_delta = 20,
epsi = 10^-3, error_type = "HC0")

L = lambda_test(k, nB = 5)

IOLS documentation built on April 8, 2023, 1:15 a.m.