Description Usage Arguments Author(s) References Examples
Computes the diagnostics TDBETAS and CFITS between the Wilcoxon and HBR GEE fits.
1 | diaggee(betaw, betahbr, vcw, hess)
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betaw |
Coefficients of Wilcoxon fit. |
betahbr |
Coefficients of HBR fit. |
vcw |
Wilcoxon variance-covariance matrix. |
hess |
Hession. |
Joseph W. McKean
Kloke and McKean (2014), Nonparametrics Using R, Boca Raton: Chapman-Hall.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (betaw, betahbr, vcw, hess)
{
p <- length(betaw)
n <- length(hess[, 1])
diff <- betaw - betahbr
tdbeta = t(cbind(diff)) %*% solve(vcw) %*% cbind(diff)
bmtd = (4 * (p + 1)^2)/n
diffc = hess %*% diff
diffvc = hess %*% vcw %*% t(hess)
cfit = diffc/(sqrt(diag(diffvc)))
bmcf = 2 * sqrt((p + 1)/n)
list(tdbeta = c(tdbeta), bmtd = bmtd, cfit = c(cfit), bmcf = bmcf)
}
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