disp: Jaeckel's Dispersion Function

In kloke/Rfit: Rank-Based Estimation for Linear Models

Jaeckel's Dispersion Function

Description

Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.

Usage

disp(beta, x, y, scores)

Arguments

beta	p by 1 vector of regression coefficents
x	n by p design matrix
y	n by 1 response vector
scores	an object of class scores

Details

Returns the value of Jaeckel's disperion function evaluated at the value of the parameters in the function call. That is, sum_i=1^n a(R(e_i)) * e_i where R denotes rank and a(1) <= a(2) <= ... <= a(n) are the scores. The residuals (e_i i=1,...n) are calculated y - x beta.

Author(s)

John Kloke, Joseph McKean

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.

See Also

rfit drop.test summary.rfit

kloke/Rfit documentation built on Sept. 9, 2023, 7:20 p.m.