taustar | R Documentation |
An estimate of the scale parameter taustar = 1/(2*f(0)) is needed for the standard error of the intercept in rank-based regression.
taustar(e, p, conf = 0.95)
e |
n x 1 vector of full model residuals |
p |
is the number of regression coefficients (without the intercept) |
conf |
confidence level of CI used |
Confidence interval estimate of taustar. See, for example, Hettmansperger and McKean (1998) p.7-8 and p.25-26.
Length-one numeric object containing the estimated scale parameter taustar.
Joseph McKean, John Kloke
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
rfit
## This is an internal function. See rfit for user-level examples.
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