boot2 {DBfit}

First Boostrap Procedure For parameter estimations

Description

Function performing the second bootstrap procedure to yield the inference of the regression coefficients

Usage

boot2(y, xcopy, phi1, beta, nbs, method, scores)

Arguments

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

Value

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 boot1.

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 boot1.

MSEstar

MSE used inside of the second bootstrap.

Note

This function is for internal use. The main function for users is dbfit