boot_fun: Compute one bootstrap for a GLM

In zq00/glmhd: Estimates the inflation and variance of the MLE from a high-dimensional GLM

Compute one bootstrap for a GLM

Description

Generates one parametric bootstrap sample given GLM family and model coefficients.

Usage

boot_fun(X, beta, family, sloe = F)

Arguments

X	A n*p covariate matrix (each row represents one obs.).
beta	Model coefficient.
family	GLM family. Besides the usual definition of glm family (see [stats::family]), family should include an additional element simulate_fun (see [get_simulate_fun]).
sloe	If True, use SLOE to estimate \eta = \var(X_{\mathrm{new}^\top \hat{\beta}})^{1/2} (see the function estimate_eta).

Details

This model does not fit an intercept. As a result, if you would like to fit an intercept, please include a column of 1 in the matrix X.

Value

coef

A length p vector of MLE coefficients.

eta_hat

If sloe = T, returns the estimated \hat{\eta}.

zq00/glmhd documentation built on April 7, 2023, 7:45 a.m.