boot.env.tcond: Bootstrap for env.tcond

In Renvlp: Computing Envelope Estimators

Bootstrap for env.tcond

Description

Compute bootstrap standard error for the response envelope estimator with t-distributed errors.

Usage

boot.env.tcond(X, Y, u, df, B)

Arguments

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.
df	Degrees of freedom of the t-distribution. A positive number that is greater than 2.
B	Number of bootstrap samples. A positive integer.

Details

This function computes the bootstrap standard errors for the regression coefficients in the envelope model with t-distributed errors by bootstrapping the residuals.

Value

The output is an r by p matrix.

bootse

The standard error for elements in beta computed by bootstrap.

Examples

data(concrete)
X <- concrete[1:78, 1:7]  # The first 78 observations are training data
Y <- concrete[1:78, 8:10]

## Not run: u <- u.env.tcond(X, Y, 6)
## Not run: u

B <- 100
## Not run: bootse <- boot.env.tcond(X, Y, 2, 6, B)
## Not run: bootse

Renvlp documentation built on Oct. 11, 2023, 1:06 a.m.