Function performing the second bootstrap procedure to yield the inference of the regression coefficients
boot2(y, xcopy, phi1, beta, nbs, method, scores)the response variable
the original design matrix (including intercept), without centering
the estimate of the autoregressive parameter rho from the first bootstrap procedure
the estimates of the regression coefficients from the first bootstrap procedure
the bootstrap size
If "OLS", uses the ordinary least square; If "RANK", uses rank-based fit
Default is Wilcoxon scores
the estimate of var-cov matrix of betas
the estimates of betas inside of the second bootstrap, not the final estimates of betas. The final estimates of betas are still from boot1.
the estimates of rho inside of the second bootstrap, not the final estimates of rho. The final estimate(s) of rho are still from boot1.
MSE used inside of the second bootstrap.