Rfit (version 0.27.0)

taustar: Estimate of the Scale Parameter taustar

Description

An estimate of the scale parameter taustar = 1/(2*f(0)) is needed for the standard error of the intercept in rank-based regression.

Usage

taustar(e, p, conf = 0.95)

Value

Length-one numeric object containing the estimated scale parameter taustar.

Arguments

e

n x 1 vector of full model residuals

p

is the number of regression coefficients (without the intercept)

conf

confidence level of CI used

Author

Joseph McKean, John Kloke

Details

Confidence interval estimate of taustar. See, for example, Hettmansperger and McKean (1998) p.7-8 and p.25-26.

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

See Also

rfit

Examples

##  This is an internal function.  See rfit for user-level examples.