durbin1fit {DBfit} | R Documentation |
Function implements the Durbin stage 1 fit
durbin1fit(y, x, arp, method, scores)
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 |
This function is for internal use. The main function for users is dbfit
.
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.