disp | R Documentation |
Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.
disp(beta, x, y, scores)
beta |
p by 1 vector of regression coefficents |
x |
n by p design matrix |
y |
n by 1 response vector |
scores |
an object of class scores |
Returns the value of Jaeckel's disperion function evaluated
at the value of the parameters in the function call.
That is,
sum_{i=1}^n a(R(e_i)) * e_i
where
R denotes rank
and a(1) <= a(2) <= ... <= a(n) are the scores.
The residuals (e_i i=1,...n) are calculated y - x beta.
John Kloke, Joseph McKean
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.
rfit
drop.test
summary.rfit
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