Constant fit of coefficients in a TPR model

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Description

Weighted least square estimate of a constant model for time-varying coefficients in a TPR model.

Usage

1
cst.fit.ff(fit, idx)

Arguments

fit

a fitted object from tpr

idx

the index of the

Value

The estimated constant fit, standard error, z-value and p-value.

Author(s)

Jun Yan jyan@stat.uconn.edu

References

Fine, Yan, and Kosorok (2004). Temporal Process Regression. Biometrika.

See Also

tpr.test