rob_sarm: Estimate a Strategic Autoregressive Model with Modeled...
In milesdwilliams15/SARM: Tools for Estimating a Strategic Autoregressive Model
Description
This function is an extension of the sarm() model. It allows the user
to estimate the sarm() model but with model variance given as a function
of a grouping variable. This approach may be adopted if the user
suspects the data violate the assumptions of constant variance and
independence of observations within groups. When estimating this model,
it is assumed that the last variable included on the right-hand side
of the equation object is the grouping variable.
Usage
1
milesdwilliams15/SARM documentation built on Jan. 17, 2020, 12:22 a.m.
R Package Documentation
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Description
This function is an extension of the sarm() model. It allows the user to estimate the sarm() model but with model variance given as a function of a grouping variable. This approach may be adopted if the user suspects the data violate the assumptions of constant variance and independence of observations within groups. When estimating this model, it is assumed that the last variable included on the right-hand side of the equation object is the grouping variable.
Usage
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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