Nothing
funcQME <- function(mf,d,formula,beta,bet,cval,const,point,direction,control) ##
{
mf2 <- mf[d,]
x <- model.matrix(formula,data=mf2) ##
y <- matrix(mf2[,1])
if(is.numeric(beta))
{
bet <- bet
}
else
{
if(beta=="ols")
{
bet <- lm(data=mf2)$coef
bet <- matrix(bet)
}
if(beta=="ml")
{
mlcof<-mlcoef(mf2)
bet <- matrix(mlcof[-length(mlcof)])
}
}
if(is.numeric(cval))
{
cv <- cval
}
if(cval=="ols")
{
lmOLS <- lm(data=mf2)
cv <- sqrt(deviance(lmOLS)/df.residual(lmOLS))
cv <- const*cv
}
if(cval=="ml")
{
mlcof<-mlcoef(mf2)
cv <- mlcof[length(mlcof)]
cv <- const*cv
}
opt <- optim(par=bet,fn=funcval.QME,control=control,x=x,y=y,cv=cv)
if(direction=="right")
{
opt$par <- -opt$par
}
if(point!=0)
{
opt$par[1,1] <- opt$par[1,1]+(point)
}
b <- opt$par
return(b)
}
covar.bootQME <- function(mf,funcQME,R,formula,beta,bet,cval,const, point, direction, control)
{
bootrepl <- boot(data=mf, statistic=funcQME, R=R, formula=formula, beta=beta,bet=bet,cval=cval,const=const,point=point,direction=direction, control=control)$t
bootmean <- apply(bootrepl,2,mean)
bootmean <- matrix(bootmean)
k <- ncol(bootrepl)###
M <- matrix(0,k,k)
for(i in 1:R)
{
m <- bootrepl[i,]-bootmean
M <- M + m%*%t(m)
}
covarboot <- (1/R)*M
bootvals <- list(covarboot,bootrepl)
return(bootvals)
}
bootconfintQME <- function(bootrepl,level)
{
k <- ncol(bootrepl)
bootconfint <- matrix(0,k,2)
for(i in 1:k)
{
bootconfint[i,1] <- quantile(bootrepl[,i], (1-level)/2)
bootconfint[i,2] <- quantile(bootrepl[,i], 1-(1-level)/2)
}
return(bootconfint)
}
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