Renvlp (version 3.4.5)

boot.env.tcond: Bootstrap for env.tcond

Description

Compute bootstrap standard error for the response envelope estimator with t-distributed errors.

Usage

boot.env.tcond(X, Y, u, df, B)

Value

The output is an r by p matrix.

bootse

The standard error for elements in beta computed by bootstrap.

Arguments

X

Predictors. An n by p matrix, p is the number of predictors. The predictors can be univariate or multivariate, discrete or continuous.

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 envelope. An integer between 0 and r.

df

Degrees of freedom of the t-distribution. A positive number that is greater than 2.

B

Number of bootstrap samples. A positive integer.

Details

This function computes the bootstrap standard errors for the regression coefficients in the envelope model with t-distributed errors by bootstrapping the residuals.

Examples

data(concrete)
X <- concrete[1:78, 1:7]  # The first 78 observations are training data
Y <- concrete[1:78, 8:10]

if (FALSE) u <- u.env.tcond(X, Y, 6)
if (FALSE) u

B <- 100
if (FALSE) bootse <- boot.env.tcond(X, Y, 2, 6, B)
if (FALSE) bootse