DBfit-package {DBfit} | R Documentation |
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 <shaofeng.zhang@wmich.edu> |
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 <shaofeng.zhang@wmich.edu>
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.
[Package DBfit version 2.0 Index]