sp_locscale {pseval}

Fit the semi-parametric location-scale model

Description

This estimates the location-scale model as described in Heagerty and Pepe (1999) using the Newton-Raphson method. The location and scale formulas must have the same outcome, but they may have different predictors.

Usage

sp_locscale(formula.location, formula.scale, data, weights, tol = 1e-06,
  maxit = 100)

Arguments

formula.location

Formula specifying the model for the location

formula.scale

Formula specifying the model for the scale

data

Data used to estimate the model

weights

Weights applied to the estimating equations

tol

Convergence tolerance

maxit

Maximum number of iterations

Value

A list containing the parameter estimates, the convergence indicator, and residuals