boot1 {DBfit} | R Documentation |
First Boostrap Procedure For parameter estimations
Description
Function performing the first bootstrap procedure to yield the parameter estimates
Usage
boot1(y, phi1, arp, nbs, x, allb, method, scores)
Arguments
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 |
Value
An estimate of the bias is returned
Note
This function is for internal use. The main function for users is dbfit
.
[Package DBfit version 2.0 Index]