Description Usage Arguments Details Value Author(s) References See Also
Estimates AR(1) parameter for a linear model with cluster correlated errors, where the within block error structure is assumed to follow an AR(1).
1 | getrhohat(x, y, block, visit, eps = 0.01)
|
x |
N x p design matrix |
y |
N x 1 response vector |
block |
N x 1 vector denoting block/cluster membership |
visit |
N x 1 vector denoting visit within a block/cluster |
eps |
estimate is set to 1-eps if estimated rhohat >= 1 |
Uses method described in described in Terpstra, et. al. (2000, 2001). c.f. Section 5.6 of Hettmansperger and McKean (2011).
Estimated value of rho, a scalar.
John Kloke <kloke@biostat.wisc.edu>
Hettmansperger, T. P. and McKean, J. W. (2011), Robust Nonparametric Statistical Methods, 2nd Edition, Boca Raton, FL: CRC Press.
Terpstra, J, McKean, JW, and Naranjo, JD (2000), Highly efficient weighted Wilcoxon estimates for autoregression, Statistics, 35, 45-80.
Terpstra, J, McKean, JW, and Naranjo, JD (2001), Weighted Wilcoxon estimates for autoregression, Australian \& New Zealand Journal of Statistics, 43, 399-419.
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