simula {DBfit}

Work Horse Function to implement the Double Bootstrap method

Description

simula is the original work horse function to implement the DB method. However, when this function returns an estimate of rho to be .99, another work horse function simulacorrection kicks in.

Usage

simula(x, y, arp, nbs, nbscov, conf, method, scores)

Arguments

x

the design matrix, including intercept, i.e. the first column being ones.

y

the response variable.

arp

the order of autoregressive errors.

nbs

the bootstrap size for the first bootstrap procedure. Default is 500.

nbscov

the bootstrap size for the second bootstrap procedure. Default is 500.

conf

the confidence level of CI for rho, default is 0.95.

method

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

scores

Default is Wilcoxon scores

Details

see dbfit.

Note

Users should use dbfit to perform the analysis.

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.

See Also

dbfit.