TEEReg (version 1.1)

TEEReg-package: Trimmed Elemental Estimation for Linear Models.

Description

Package provides functions for computing the trimmed elemental estimates, as well as for creating the bias-corrected and accelerated bootstrap confidence intervals based on trimmed elemental regressions. This approach offers a robust alternative to ordinary least squares.

Details

Package:

TEEReg

Type:

Package

Version:

1.1

Date:

2016-06-12

License:

GPL (version 2 or later)

There are two major functions in the package. The TEE function is for computing the trimmed elemental estimates. The TEE.BCa function is for creating the bias-corrected accelerated bootstrap confidence intervals for regression parameters.

References

M. S. Mayo and B. Gray. Elemental subsets: the building blocks of regression. The American Statistician, 51: 122-129, 1997.

M. Hall and M. S. Mayo. Bootstrap confidence intervals and coverage probabilities of regression parameter estimates using trimmed elemental estimation. Journal of Modern Applied Statistical Methods, 7: 514-525, 2008.

Examples

data(telephone)
fit <- TEE(formula=Y~X,data=telephone,p.trimmed=0.5,p.subsample=0.5,method="tee")
TEE.BCa(formula=Y~X,data=telephone,est.TEE=fit$coefficients,p.trimmed=0.5,p.subsample=0.5,
method="tee",conf.level=0.05,n.boot=20)