GH.se: Current Status Linear Regression Standard Errors

In RCBR: Random Coefficient Binary Response Estimation

Current Status Linear Regression Standard Errors

Description

Groeneboom and Hendrickx semiparametric binary response estimator (scalar case) score estimator based on NPMLE avoids any smoothing proposed by Groneboom and Hendrickx (2018).

Usage

GH.se(bstar, X, y, eps = 0.001, hc = 2)

Arguments

bstar	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
hc	kernel bandwidth (used for the standard error estimation)

Value

A list with components:

• evaluation of a score function at parameter value

• estimated standard error

• sindex single index linear predictor

References

Groeneboom, P. and K. Hendrickx (2018) Current Status Linear Regression, Annals of Statistics, 46, 1415-1444,

RCBR documentation built on Nov. 8, 2023, 5:08 p.m.