GH | R Documentation |
Groeneboom and Hendrickx semiparametric binary response estimator (scalar case) score estimator based on NPMLE avoids any smoothing proposed by Groneboom and Hendrickx (2018).
GH(b, X, y, eps = 0.001)
b |
parameter vector (fix last entry as a known number, usually 1 or -1, for normalization) |
X |
design matrix |
y |
binary response vector |
eps |
trimming tolerance parameter |
A list with components:
evaluation of a score function at parameter value
estimated standard error
sindex single index linear predictor
Groeneboom, P. and K. Hendrickx (2018) Current Status Linear Regression, Annals of Statistics, 46, 1415-1444,
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