| disp {Rfit} | R Documentation |
Jaeckel's Dispersion Function
Description
Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.
Usage
disp(beta, x, y, scores)
Arguments
beta |
p by 1 vector of regression coefficents |
x |
n by p design matrix |
y |
n by 1 response vector |
scores |
an object of class scores |
Details
Returns the value of Jaeckel's disperion function evaluated
at the value of the parameters in the function call.
That is,
sum_{i=1}^n a(R(e_i)) * e_i where
R denotes rank
and a(1) <= a(2) <= ... <= a(n) are the scores.
The residuals (e_i i=1,...n) are calculated y - x beta.
Author(s)
John Kloke, Joseph McKean
References
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.