boot.env | R Documentation |
Compute bootstrap standard error for the response envelope estimator.
boot.env(X, Y, u, B)
X |
Predictors. An n by p matrix, p is the number of predictors. The predictors can be univariate or multivariate, discrete or continuous. |
Y |
Multivariate responses. An n by r matrix, r is the number of responses and n is number of observations. The responses must be continuous variables. |
u |
Dimension of the envelope. An integer between 0 and r. |
B |
Number of bootstrap samples. A positive integer. |
This function computes the bootstrap standard errors for the regression coefficients in the envelope model by bootstrapping the residuals.
The output is an r by p matrix.
bootse |
The standard error for elements in beta computed by bootstrap. |
data(wheatprotein)
X <- wheatprotein[, 8]
Y <- wheatprotein[, 1:6]
u <- u.env(X, Y)
u
B <- 100
bootse <- boot.env(X, Y, 1, B)
bootse
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