boot2 {DBfit} | R Documentation |
Function performing the second bootstrap procedure to yield the inference of the regression coefficients
boot2(y, xcopy, phi1, beta, nbs, method, scores)
y |
the response variable |
xcopy |
the original design matrix (including intercept), without centering |
phi1 |
the estimate of the autoregressive parameter rho from the first bootstrap procedure |
beta |
the estimates of the regression coefficients from the first bootstrap procedure |
nbs |
the bootstrap size |
method |
If "OLS", uses the ordinary least square; If "RANK", uses rank-based fit |
scores |
Default is Wilcoxon scores |
betacov |
the estimate of var-cov matrix of betas |
allbeta |
the estimates of betas inside of the second bootstrap, not the final estimates of betas. The final estimates of betas are still from |
rhostar |
the estimates of rho inside of the second bootstrap, not the final estimates of rho. The final estimate(s) of rho are still from |
MSEstar |
MSE used inside of the second bootstrap. |
This function is for internal use. The main function for users is dbfit