compare_with_ols

Implements the Polynomial Maximization Method ('PMM') for parameter estimation
in linear and time series models when error distributions deviate from normality.
The 'PMM2' variant achieves lower variance parameter estimates compared to ordinary
least squares ('OLS') when errors exhibit significant skewness. Includes methods
for linear regression, 'AR'/'MA'/'ARMA'/'ARIMA' models, and bootstrap inference.
Methodology described in Zabolotnii, Warsza, and Tkachenko (2018) <doi:10.1007/978-3-319-77179-3_75>,
Zabolotnii, Tkachenko, and Warsza (2022) <doi:10.1007/978-3-031-03502-9_37>, and
Zabolotnii, Tkachenko, and Warsza (2023) <doi:10.1007/978-3-031-25844-2_21>.

Serhii Zabolotnii

EstemPMM

Polynomial Maximization Method for Non-Gaussian Regression

compare_with_ols function

<dl><dt>formula</dt>
<dd>Model formula</dd>
<dt>data</dt>
<dd>Data frame</dd>
<dt>pmm2_args</dt>
<dd>List of arguments to pass to lm_pmm2()</dd></dl>

Arguments

Compare PMM2 with OLS — compare_with_ols

<dl>

<dt>formula</dt>
<dd>Model formula</dd>


<dt>data</dt>
<dd>Data frame</dd>


<dt>pmm2_args</dt>
<dd>List of arguments to pass to lm_pmm2()</dd>

</dl>

compare_with_ols: Compare PMM2 with OLS

Description

Usage

Value

Arguments