LRTval: Testing whether need to use varying coefficience

Description Usage Arguments

Description

Testing whether need to use varying coefficience

Usage

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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.