DregGOLS:

Usage Arguments Examples

Usage

1
DregGOLS(x1, y1, x2, y2, xout = FALSE, outfun = outpro, SEED = TRUE, nboot = 200, STAND = TRUE, ...)

Arguments

x1
y1
x2
y2
xout
outfun
SEED
nboot
STAND
...

Examples

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##---- 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 (x1, y1, x2, y2, xout = FALSE, outfun = outpro, SEED = TRUE, 
    nboot = 200, STAND = TRUE, ...) 
{
    if (SEED) 
        set.seed(2)
    X = elimna(cbind(x1, y1, x2, y2))
    x1 = as.matrix(x1)
    x2 = as.matrix(x2)
    p = ncol(x1)
    p1 = p + 1
    p2 = p + 2
    p3 = p1 + p
    p4 = p3 + 1
    x1 = X[, 1:p]
    y1 = X[, p1]
    x2 = X[, p2:p3]
    y2 = X[, p4]
    n = length(y1)
    if (xout) {
        opf = identical(outfun, outpro)
        if (!opf) {
            flag1 = outfun(x1)$out.id
            flag2 = outfun(x2)$out.id
        }
        if (opf) {
            flag1 = outpro(x1, STAND = STAND)$out.id
            flag2 = outfun(x2, STAND = STAND)$out.id
        }
        flag = unique(c(flag1, flag2))
        if (length(flag) > 0) 
            X = X[-flag, ]
        x1 = X[, 1:p]
        y1 = X[, p1]
        x2 = X[, p2:p3]
        y2 = X[, p4]
    }
    nk = length(y1)
    x1 = as.matrix(x1)
    x2 = as.matrix(x2)
    data <- matrix(sample(length(y1), size = length(y1) * nboot, 
        replace = TRUE), nrow = nboot)
    bvec1 <- apply(data, 1, regboot, x1, y1, regfun = lsfit, 
        ...)
    bvec2 <- apply(data, 1, regboot, x2, y2, regfun = lsfit, 
        ...)
    dif = t(bvec1 - bvec2)
    S = cov(dif)
    est1 = lsfit(x1, y1)$coef
    est2 = lsfit(x2, y2)$coef
    est = est1 - est2
    k <- (nk - p1)/((nk - 1) * p1)
    stat <- k * crossprod(est, solve(S, est))[1, ]
    pvalue <- 1 - pf(stat, p1, nk - p1)
    list(test.statistic = stat, degrees_of_freedom = c(p1, nk - 
        p1), p.value = pvalue, est.1 = est1, est.2 = est2, estimate.dif = est)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.