boot.genv: Bootstrap for genv

In Renvlp: Computing Envelope Estimators

Bootstrap for genv

Description

Compute bootstrap standard error for the groupwise envelope.

Usage

boot.genv(X, Y, Z, u, 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.
Z	A group indicator vector of length n, where n denotes the number of observations.
u	Dimension of the groupwise envelope. An integer between 0 and r.
B	Number of bootstrap samples. A positive integer.

Details

This function computes the bootstrap standard errors for the regression coefficients in the groupwise envelope model by bootstrapping the residuals.

Value

The output is an p by r matrix.

bootse

The standard error for elements in beta computed by bootstrap.

Examples

data(fiberpaper)
X <- fiberpaper[ , c(5, 7)]
Y <- fiberpaper[ , 1:3]
Z <- as.numeric(fiberpaper[ , 6] > mean(fiberpaper[ , 6]))

## Not run: B <- 100
## Not run: res <- boot.genv(X, Y, Z, 2, B)
## Not run: res$bootse[[1]]
## Not run: res$bootse[[2]]

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