Description Usage Arguments Value Author(s) References See Also

A Kiefer-Wolfowitz procedure for ML estimation of a Gaussian model with dependent mean and variance components and weighted longitudinal data. This version assumes a general bivariate distribution for the mixing distribution. The defaults use a rather coarse bivariate gridding.

1 |

`y` |
A vector of observations |

`id` |
A strata indicator vector of the same length |

`w` |
A vector of weights |

`u` |
A vector of bin boundaries for the mean effects |

`v` |
A vector of bin boundaries for the variance effects |

`...` |
optional parameters to be passed to KWDual to control optimization |

A list consisting of the following components:

`u` |
midpoints of mean bin boundaries |

`v` |
midpoints of variance bin boundaries |

`fuv` |
the function values of the mixing density. |

`logLik` |
log likelihood value for mean problem |

`du` |
Bayes rule estimate of the mixing density means. |

`dv` |
Bayes rule estimate of the mixing density variances. |

`status` |
Mosek convergence status |

R. Koenker and J. Gu

Gu, J. and R. Koenker (2014) Heterogeneous Income Dynamics: An
Empirical Bayes Perspective, *JBES*,35, 1-16.

Koenker, R. and J. Gu, (2017) REBayes: An R Package for Empirical Bayes Mixture Methods,
*Journal of Statistical Software*, 82, 1–26.

WTLVmix for an implementation assuming independent heterogeneity

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