rankest.grpols: Estimate dimensions for a group OLS, Qreg, or Theil-Sen model

Description Usage Arguments Value

View source: R/sdrtools.R

Description

Estimate dimensions for a group OLS, Qreg, or Theil-Sen model

Usage

1
rankest.grpols(X, Y, idx, method = c("ols", "quantile", "theil-sen"), q = 0.5)

Arguments

X

the covariates

Y

the response

idx

the group assignment for each covariate

method

one of "ols", "quantile", or "theil-sen".

q

a quantile if method is "quantile". defaults to 0.50.

Value

a list


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.