LRTval: Testing whether need to use varying coefficience

In elara7/VCM: A R package for the paper written by HAIQIANG CHEN, YING FANG, AND YINGXING LI

Description

Testing whether need to use varying coefficience

Usage

LRTval(X, Z, Y, p = 1, nknots = 10, df = 1, sigma.output = diag(rep(1,
  length(Y))))

Arguments

X	predictors, a vector
Z	assist variable, a vector
Y	dependent variable, a vector
p	order of B-splines, p = 1 by default
df	the numbers of constraint of fixed coefficient, df = 1 by default, can't be larger than p
sigma.output	covariance matrix of disturbance term u
nkonts	the number of knots

elara7/VCM documentation built on May 16, 2019, 2:58 a.m.