durbin1fit {DBfit} | R Documentation |

## Durbin stage 1 fit

### Description

Function implements the Durbin stage 1 fit

### Usage

```
durbin1fit(y, x, arp, method, scores)
```

### Arguments

`y` |
the response variable in stage 1, not the original response variable |

`x` |
the model matrix in stage 1, not the original design matrix |

`arp` |
the order of autoregressive errors. |

`method` |
the method to be used for fitting. If "OLS", uses the ordinary least square; If "RANK", uses the rank-based fit. |

`scores` |
Default is Wilcoxon scores |

### Note

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

.

### 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]