minimize_dispersion: Minimize Dispersion Function

In rlme: Rank-Based Estimation and Prediction in Random Effects Nested Models

Description

Uses optim to find regression estimates which minimize dispersion function on X and Y input matrices

Usage

minimize_dispersion(X, Y, method = "BFGS", init.guess = "quantreg",
  verbose = FALSE, se = TRUE)

Arguments

X	Input matrix
Y	Response vector
method	Method optim should use - one of "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", or "Brent".
init.guess	How to calculate the first regression estimate. Defaults to using quantile regression.
verbose	Whether to print out verbose messages.
se	Whether or not to calculate standard errors of regression estimates.

Value

theta	Regression parameter estimates
ehat	Regression residuals

Author(s)

Herb Susmann

rlme documentation built on May 2, 2019, 3:47 p.m.