PLMEV: PLMEV procedure

In zheng017/SC19062: Two functions with homework answers

Description

a robust estimating method in semiparametric partially linear errors-in-variables model

Usage

PLMEV(y, vv, xt, palabra = "mcd", cw = 0.975, k = 0.55, ventana)

Arguments

y	observed response Y
vv	observed data V
xt	observed t in nonparametric components
palabra	selects the robust estimators of multivariate location and scatter
cw	quantile of a chi^2, default is 0.975
k	tuning constant of score function
ventana	smoothing parameter

Examples

## Not run: 
n=200
z1 <- rnorm(n)
z2 <- rnorm(n)
eps <- rnorm(n,0,0.2)
eps1 <- rnorm(n,0,0.2)
eps2 <- rnorm(n,0,0.2)
xx <- cbind(z1,z2)
xt <- runif(n,-6,6)
vv <- cbind(z1+eps1,z2+eps2)
y <- 2*xx[,1] + xx[,2] + cos(pi*xt/6) + eps
gg <- cos(pi*xt/6)
ventana=2.5
salida=PLMEV(y,vv,xt,palabra="mcd",cw=0.975,k=0.55,ventana)

## End(Not run)

zheng017/SC19062 documentation built on Jan. 2, 2020, 12:53 a.m.