s2_CI: Confidence Intervals and Estimates of Error Variance
In nvarshney20/STA141CFinal: Implementation of Multiple Linear Regression using BLB
Description
Usage
Arguments
Value
Description
This function takes in a list of linear regression error variance (sigma-squared)
estimates generated by a Bag of Little Bootstraps procedure. Then, empirical
confidence intervals and point estimates of sigma-squared are determined for each
subsample. Afterwards, the endpoints of all confidence intervals are averaged to
form an overall confidence interval, and point estimates are averaged to form an
overall estimate.
Usage
1
s2_CI(lrbs, alpha = 0.05)
Arguments
lrbs
A linear_reg_bs or linear_reg_bs_par object containing BLB sigma-squared
estimates.
alpha
The significance level. Default value is 0.05.
Value
The overall confidence interval for sigma-squared, along with its overall
estimate.
nvarshney20/STA141CFinal documentation built on March 20, 2020, 12:48 a.m.
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Description Usage Arguments Value
Description
This function takes in a list of linear regression error variance (sigma-squared) estimates generated by a Bag of Little Bootstraps procedure. Then, empirical confidence intervals and point estimates of sigma-squared are determined for each subsample. Afterwards, the endpoints of all confidence intervals are averaged to form an overall confidence interval, and point estimates are averaged to form an overall estimate.
Usage
1 | s2_CI(lrbs, alpha = 0.05)
|
Arguments
lrbs |
A linear_reg_bs or linear_reg_bs_par object containing BLB sigma-squared estimates. |
alpha |
The significance level. Default value is 0.05. |
Value
The overall confidence interval for sigma-squared, along with its overall estimate.
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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