nurho {DBfit} | R Documentation |
Creating a new response variable for Durbin stage 2
Description
It returns a new response variable (vector) for Durbin stage 2.
Usage
nurho(yc, adjphi)
Arguments
yc |
the centered response variable y |
adjphi |
(initial) estimate of rho in Durbin stage 1 |
Details
see reference.
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]