taustar {Rfit} | R Documentation |
Estimate of the Scale Parameter taustar
Description
An estimate of the scale parameter taustar = 1/(2*f(0)) is needed for the standard error of the intercept in rank-based regression.
Usage
taustar(e, p, conf = 0.95)
Arguments
e |
n x 1 vector of full model residuals |
p |
is the number of regression coefficients (without the intercept) |
conf |
confidence level of CI used |
Details
Confidence interval estimate of taustar. See, for example, Hettmansperger and McKean (1998) p.7-8 and p.25-26.
Value
Length-one numeric object containing the estimated scale parameter taustar.
Author(s)
Joseph McKean, John Kloke
References
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
See Also
Examples
## This is an internal function. See rfit for user-level examples.
[Package Rfit version 0.27.0 Index]