hcci: Interval estimation for the parameters of linear models with heteroskedasticity (Wild Bootstrap)
Version 1.0.0

This package calculates the interval estimates for the parameters of linear models heteroscedastic regression using bootstrap - (Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is also possible to calculate confidence intervals using the percentile bootstrap and percentile bootstrap double. It is possible to calculate consistent estimates of the covariance matrix of the parameters of linear regression models with heteroskedasticity of unknown form. The package also provides function to calculate consistently the covariance matrix of the parameters of linear models with heteroskedasticity of unknown form.

Package details

AuthorPedro Rafael Diniz Marinho [aut, cre], Francisco Cribari Neto [aut, ctb]
Date of publication2014-02-22 16:44:13
MaintainerPedro Rafael Diniz Marinho <[email protected]>
LicenseGPL (>= 2)
Version1.0.0
URL http://www.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hcci")

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hcci documentation built on May 29, 2017, 3:23 p.m.