| boot1 {DBfit} | R Documentation |
Function performing the first bootstrap procedure to yield the parameter estimates
boot1(y, phi1, arp, nbs, x, allb, method, scores)
y |
the response variable |
phi1 |
the Durbin two-stage estimate of the autoregressive parameter rho |
arp |
the order of autoregressive errors |
nbs |
the bootstrap size |
x |
the original design matrix (including intercept), without centering |
allb |
all the Durbin two-stage estimates of the regression coefficients |
method |
If "OLS", uses the ordinary least square; If "RANK", uses the rank-based fit |
scores |
Default is Wilcoxon scores |
An estimate of the bias is returned
This function is for internal use. The main function for users is dbfit.