Renvlp (version 2.7)

pred.penv: Estimation or prediction for penv

Description

Perform estimation or prediction under the partial envelope model.

Usage

pred.penv(m, X1new, X2new)

Arguments

m

A list containing estimators and other statistics inherited from penv.

X1new

The value of X1 with which to estimate or predict Y. A p1 dimensional vector.

X2new

The value of X2 with which to estimate or predict Y. A p2 dimensional vector.

Value

The output is a list that contains following components.

value

The fitted value or the predicted value evaluated at X1new and X2new.

covMatrix.estm

The covariance matrix of the fitted value at X1new and X2new.

SE.estm

The standard error of the fitted value at X1new and X2new.

covMatrix.pred

The covariance matrix of the predicted value at X1new and X2new.

SE.pred

The standard error of the predicted value at X1new and X2new.

Details

This function evaluates the partial envelope model at new value Xnew. It can perform estimation: find the fitted value when X = Xnew, or prediction: predict Y when X = Xnew. The covariance matrix and the standard errors are also provided.

Examples

# NOT RUN {
data(fiberpaper)
X1 <- fiberpaper[, 7]
X2 <- fiberpaper[, 5:6]
Y <- fiberpaper[, 1:4]
m <- penv(X1, X2, Y, 1)

pred.res <- pred.penv(m, X1[1], X2[1, ])
pred.res
# }