Rfit (version 0.09)

wscores: Wilcoxon Scores

Description

An object of class scores which includes the score function and it's derivative for rank-based regression inference.

Usage

data(wscores)

format

The format is: Formal class 'scores' [package ".GlobalEnv"] with 2 slots ..@ phi :function (u) ..@ Dphi:function (u)

Details

Using Wilcoxon (linear) scores leads to inference which has ARE of 0.955 to least squares (ML) when the data are normal. Wilcoxon scores are optimal when the underlying error distribution is logistic.

References

Hettmansperger, T.P. and McKean J.W. (1998), Robust Nonparametric Statistical Methods, London: Arnold.

Examples

data(wscores)
x<-runif(10)
y<-rlogis(10)
rfit(y~x,scores=wscores)