taufuncs: Internal Functions for Estimating tau

In Rfit: Rank-Based Estimation for Linear Models

Internal Functions for Estimating tau

Description

These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.

Usage

hstarreadyscr(ehat,asc,ascpr)
hstar(abdord, wtord, const, n, y) 
looptau(delta, abdord, wtord, const, n)
pairup(x,type="less") 

Arguments

ehat	Full model residals
delta	Window parameter (proportion) used in the Koul et al. estimator of tau. Default value is 0.80. If the ratio of sample size to number of regression parameters (n to p) is less than 5, larger values such as 0.90 to 0.95 are more approporiate.
y	Argument of function hstar
abdord	Ordered absolute differences of residuals
wtord	Standardized (by const) ordered absolute differences of residuals
const	Range of score function
n	Sample size
x	Argument for pairup
type	Argument for the function pairup
asc	scores
ascpr	derivative of the scores

Author(s)

Joseph McKean, John Kloke

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Koul, H.L., Sievers, G.L., and McKean, J.W. (1987) An esimator of the scale parameter for the rank analysis of linear models under general score functions, Scandinavian Journal of Statistics, 14, 131-141.

See Also

gettau, rfit

Rfit documentation built on Sept. 8, 2023, 5:59 p.m.