bootcovjmcm: Estimate the covariance of estimated parameters using a...

In varjmcm: Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models

Description

bootcovjmcm gives the estimation of the covariance of estimated parameters returned by jmcm by using a bootstrap based method.

Usage

bootcovjmcm(object, mydata, numboot)

Arguments

object	a fitted joint mean-covariance model of class "jmcmMod", returned by the function jmcm.
mydata	the data frame used in fitting the model.
numboot	the number of the bootstrap replications

Value

an estimated covariance matrix of the estimated parameters.

References

[1] Liu, R.Y. (1988) "Bootstrap Procedure under Some Non-i.i.d. Models." Annals of Statistics, 16, 1696-1708.

Examples

cattleA <- cattle[cattle$group=='A', ]
fit.mcd <- jmcm(weight|id|I(ceiling(day/14+1))~1|1,
               data = cattleA,
               cov.method = "mcd",
               triple = c(1,1,1))
bootcovjmcm(fit.mcd, cattleA, 5)
## Larger number of replications is needed to achieve accuracy,
## however it may take hours.
bootcovjmcm(fit.mcd, cattleA, 500)

varjmcm documentation built on April 14, 2020, 6:58 p.m.