These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.
hstarreadyscr(ehat,asc,ascpr)
hstar(abdord, wtord, const, n, y)
looptau(delta, abdord, wtord, const, n)
pairup(x,type="less")Joseph McKean, John Kloke
Full model residals
Window parameter (proportion) used in the Koul et al. estimator of tau. Default value is 0.80. If the ratio of sample size to number of regression parameters (n to p) is less than 5, larger values such as 0.90 to 0.95 are more approporiate.
Argument of function hstar
Ordered absolute differences of residuals
Standardized (by const) ordered absolute differences of residuals
Range of score function
Sample size
Argument for pairup
Argument for the function pairup
scores
derivative of the scores
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Koul, H.L., Sievers, G.L., and McKean, J.W. (1987) An esimator of the scale parameter for the rank analysis of linear models under general score functions, Scandinavian Journal of Statistics, 14, 131-141.
gettau, rfit