simula {DBfit} | R Documentation |
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.
simula(x, y, arp, nbs, nbscov, conf, method, scores)
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 |
scores |
Default is Wilcoxon scores |
see dbfit
.
Users should use dbfit
to perform the analysis.
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.