DBfit-package {DBfit}

A Double Bootstrap Method for Analyzing Linear Models With Autoregressive Errors

Description

Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>. The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.

Details

The DESCRIPTION file:

Package:	DBfit
Type:	Package
Title:	A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors
Version:	2.0
Date:	2021-04-30
Author:	Joseph W. McKean and Shaofeng Zhang
Maintainer:	Shaofeng Zhang <[e-mail]>
Description:	Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>. The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.
License:	GPL (>= 2)
Depends:	Rfit

Index of help topics:

DBfit-package           A Double Bootstrap Method for Analyzing Linear
                        Models With Autoregressive Errors
boot1                   First Boostrap Procedure For parameter
                        estimations
boot2                   First Boostrap Procedure For parameter
                        estimations
dbfit                   The main function for the double bootstrap
                        method
durbin1fit              Durbin stage 1 fit
durbin1xy               Creating New X and Y for Durbin Stage 1
durbin2fit              Durbin stage 2 fit
fullr                   QR decomposition for non-full rank design
                        matrix for Rfit.
hmdesign2               the Two-Phase Design Matrix
hmmat                   K-Phase Design Matrix
hypothmat               General Linear Tests of the regression
                        coefficients
lagx                    Lag Functions
nurho                   Creating a new response variable for Durbin
                        stage 2
print.dbfit             DBfit Internal Print Functions
rhoci2                  A fisher type CI of the autoregressive
                        parameter rho
simpgen1hm2             Simulation Data Generating Function
simula                  Work Horse Function to implement the Double
                        Bootstrap method
simulacorrection        Work Horse Function to Implement the Double
                        Bootstrap Method For .99 Cases
summary.dbfit           Summarize the double bootstrap (DB) fit
testdata                testdata
wrho                    Creating a new design matrix for Durbin stage 2

Author(s)

Joseph W. McKean and Shaofeng Zhang

Maintainer: Shaofeng Zhang <[e-mail]>

References

McKnight, S. D., McKean, J. W., and Huitema, B. E. (2000). A double bootstrap method to analyze linear models with autoregressive error terms. Psychological methods, 5 (1), 87. Shaofeng Zhang (2017). Ph.D. Dissertation.