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

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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.

Author
Pedro Rafael Diniz Marinho [aut, cre], Francisco Cribari Neto [aut, ctb]
Date of publication
2014-02-22 16:44:13
Maintainer
Pedro Rafael Diniz Marinho <pedro.rafael.marinho@gmail.com>
License
GPL (>= 2)
Version
1.0.0
URLs

View on CRAN

Man pages

HC
Covariance Matrix - (HC0, HC2, HC3, HC4 and HC5)
hcci-package
Interval estimation for the parameters of linear models with...
Pboot
Percentile Bootstrap Confidence Interval (Wild Bootstrap) -...
schools
US Expenditures for Public Schools
Tboot
Bootstrap-t Confidence Interval (Wild Bootstrap) - Linear...

Files in this package

hcci
hcci/NAMESPACE
hcci/data
hcci/data/schools.rda
hcci/R
hcci/R/Pboot.R
hcci/R/HC.R
hcci/R/Tboot.R
hcci/R/QT.R
hcci/MD5
hcci/DESCRIPTION
hcci/man
hcci/man/Pboot.Rd
hcci/man/schools.Rd
hcci/man/HC.Rd
hcci/man/Tboot.Rd
hcci/man/hcci-package.Rd