tauhat.gs: Internal Functions for Estimating tau

In kloke/bigRfit: Big data version of Rfit

Internal Functions for Estimating tau

Description

These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.

Usage

tauhat.gs(mids, counts, scores, bw = bw.nrd(mids))

Arguments

mids	vector. mid points of the interval
counts	vector. number of residuals in each bin
scores	vector. which scores were used
bw	bandwidth estimator. default is rule of thumb by Scott (1992).

Details

Uses rule of thumb estimator in bw.nrd for speed. Other estimators may be used if speed is less of a factor. The default seems to work well based on simulations for large samples.

Author(s)

John Kloke, Joesph McKean, John Kapenga Maintainer: John Kloke <[e-mail]>

References

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

kloke/bigRfit documentation built on April 20, 2023, 4:33 p.m.