Compute bootstrap standard error for the heteroscedastic envelope.
Usage
boot.henv(X, Y, u, B)
Arguments
X
A group indicator vector of length \(n\), where \(n\) denotes the number of observations.
Y
Multivariate responses. An n by r matrix, r is the number of responses and n is number of observations. The responses must be continuous variables.
u
Dimension of the heteroscedastic envelope. An integer between 0 and
r.
B
Number of bootstrap samples. A positive integer.
Value
The output is an r by p matrix.
bootse
The standard error for elements in beta computed by bootstrap.
Details
This function computes the bootstrap standard errors for the regression coefficients in the heteroscedastic envelope model by bootstrapping the residuals.
# NOT RUN {data(waterstrider)
X <- waterstrider[ , 1]
Y <- waterstrider[ , 2:5]
B <- 100
# }# NOT RUN {res <- boot.henv(X, Y, 2, B)
# }# NOT RUN {res
# }# NOT RUN {# }