bias.par {pendensity} | R Documentation |
Calculating the bias of the parameter beta
Description
Calculating the bias of the parameter beta.
Usage
bias.par(penden.env)
Arguments
penden.env |
Containing all information, environment of pendensity() |
Details
The bias of the parameter beta is calculated as the product of the penalty parameter lambda, the penalized second order derivative of the log likelihood function w.r.t. beta 'Derv.pen', the penalty matrix 'Dm' and the parameter set 'beta'.
Bias(\beta)= - \lambda {Derv2.pen(\beta)}^{-1} D_m \beta
The needed values are saved in the environment.
Value
Returning the bias of the parameter beta.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.
[Package pendensity version 0.2.13 Index]