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Generates an object of class "L2RegTypeFamily" which represents a linear regression family with standard normal distributed errors and random regressor.
"L2RegTypeFamily"
NormLinRegFamily(theta, trafo, RegDistr = Norm(), RegSymm, Reg2Mom)
linear regression parameter
matrix: transformation of the parameter
regressor distribution
symmetry of the regressor distribution
second moment matrix of regressor
Object of class "L2RegTypeFamily"
In case theta is missing, it is set to 0. If Reg2Mom is missing, it is computed via E.
theta
Reg2Mom
E
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2RegTypeFamily-class
# NOT RUN { (LM1 <- NormLinRegFamily(Reg2Mom = matrix(1))) Map(L2deriv(LM1)[[1]]) FisherInfo(LM1) checkL2deriv(LM1) # }
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