boot.henv | R Documentation |
Compute bootstrap standard error for the heteroscedastic envelope.
boot.henv(X, Y, u, B)
X |
A group indicator vector of length |
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. |
This function computes the bootstrap standard errors for the regression coefficients in the heteroscedastic 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(waterstrider)
X <- waterstrider[ , 1]
Y <- waterstrider[ , 2:5]
B <- 100
## Not run: res <- boot.henv(X, Y, 2, B)
## Not run: res
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