boot.henv: Bootstrap for henv

In Renvlp: Computing Envelope Estimators

Bootstrap for henv

Description

Compute bootstrap standard error for the heteroscedastic envelope.

Usage

boot.henv(X, Y, u, B)

Arguments

X	A group indicator vector of length n, where n denotes the number of observations.
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 heteroscedastic 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 heteroscedastic envelope model 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(waterstrider)
X <- waterstrider[ , 1]
Y <- waterstrider[ , 2:5]

B <- 100
## Not run: res <- boot.henv(X, Y, 2, B)
## Not run: res

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