smrt.stepdown: Perform stepdown testing on parameter estimates for each...

In denisagniel/smrtr:

Perform stepdown testing on parameter estimates for each predictor

Description

Perform stepdown testing on parameter estimates for each predictor

Usage

smrt.stepdown(beta, betastar, inv.info = NULL, inv.info.beta = NULL, z.th,
  p, m)

Arguments

beta	Vector of estimates
betastar	Matrix of perturbed estimates
inv.info	Full Fisher information matrix
inv.info.beta	Sub-matrix of Fisher information corresponding to beta.
z.th	Threshold for rejection, either scalar or p-length vector.
get.u	Function to obtain the influence function of beta based on psd.

Details

Estimates should be arranged such that all estimates for first outcome come first, then all estimates for second outcomes, and so on. Only one of inv.info and inv.info.beta need to be supplied.

Value

Indices of beta corresponding to rejected tests.

denisagniel/smrtr documentation built on Sept. 17, 2022, 10:23 p.m.