durbin1fit {DBfit}

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.