Steams of pivotal quantities of the regression coefficient

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Description

Algorithm for generating a steam of generalised pivotal quantities for the regression coefficients. If adjusted=FALSE, then no adjustments are made for the uncertainty in the heteroscedasticity estimates d. If adjusted=TRUE, then adjustments are performed. In this case, 's' needs to be provided.

Usage

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  pivotalStream(n, y, d, x, s = NULL,
    method = list("univariate", "multivariate"), adjusted)

Arguments

n

length of stream.

y

k-vector of responses.

d

k-vector of heteroscedasticity.

x

design (k,p)-matrix.

s

k-vector of study responses. No need to provide this, when adjusted=FALSE. Default is NULL.

method

A list. Used to choose the methods for calculating the pivotal quantities of the regression coefficients. Default is 'method=list("univariate", "multivariate")'.

adjusted

TRUE or FALSE. Default is FALSE.

Value

If method=="univariate" or method=="multivariate", then the return is a (p+1)-n-matrix. The first row contains pivotal quantities of the heterogeneity, the rest of the rows pivotal quantities of the regression coefficients. Each column is an independent draw.

If 'method==list("univariate", "multivariate")', then the return is a (2p+1)-n-matrix. Of each column, the first element is a pivotal for the heterogeneity, the next 'p' elements is a pivotal vector for the regression coefficients based on "univariate", the last 'p' elements are a pivotal vector for the regression coefficients based on "multivariate"

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