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DBfit (version 2.0)

boot1: First Boostrap Procedure For parameter estimations

Description

Function performing the first bootstrap procedure to yield the parameter estimates

Usage

boot1(y, phi1, arp, nbs, x, allb, method, scores)

Arguments

y

the response variable

phi1

the Durbin two-stage estimate of the autoregressive parameter rho

arp

the order of autoregressive errors

nbs

the bootstrap size

x

the original design matrix (including intercept), without centering

allb

all the Durbin two-stage estimates of the regression coefficients

method

If "OLS", uses the ordinary least square; If "RANK", uses the rank-based fit

scores

Default is Wilcoxon scores

Value

An estimate of the bias is returned