wrho {DBfit} | R Documentation |
It returns a new design matrix for Durbin stage 2.
wrho(xc, adjphi)
xc |
centered design matrix, no column of ones |
adjphi |
(initial) estimate of rho in Durbin stage 1 |
see reference.
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.