boot.stenv: Bootstrap for stenv

View source: R/boot.stenv.R

boot.stenvR Documentation

Bootstrap for stenv

Description

Compute bootstrap standard error for the simultaneous envelope estimator.

Usage

boot.stenv(X, Y, q, 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.

q

Dimension of the X-envelope. An integer between 0 and p.

u

Dimension of the Y-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 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[, 5:7]
Y <- fiberpaper[, 1:4]
u <- u.stenv(X, Y)
u

## Not run: B <- 100
## Not run: bootse <- boot.stenv(X, Y, 2, 3, B)
## Not run: bootse

Renvlp documentation built on Aug. 8, 2022, 1:06 a.m.

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