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.

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

Getting started

Package overview

Popular 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...
See all...

All man pages Function index File listing

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...

Functions

HC Man page Source code
Pboot Man page Source code
QT Source code
Tboot Man page Source code
hcci Man page
hcci-package Man page
schools Man page

Files

NAMESPACE
data
data/schools.rda
R
R/Pboot.R
R/HC.R
R/Tboot.R
R/QT.R
MD5
DESCRIPTION
man
man/Pboot.Rd
man/schools.Rd
man/HC.Rd
man/Tboot.Rd
man/hcci-package.Rd
hcci documentation built on May 19, 2017, 1:08 p.m.