Rfit (version 0.14)

taufuncs: Internal Functions for Estimating tau

Description

These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.

Usage

hstarreadyscr(ehat,asc,ascpr)
hstar(abdord, wtord, const, n, y) 
looptau(delta, abdord, wtord, const, n)
pairup(x,type="less")

Arguments

ehat

Full model residals

delta

Window parameter (proportion) used in the Koul et al. estimator of tau. Default value is 0.80. If the ratio of sample size to number of regression parameters (n to p) is less than 5, larger values such as 0.90 to 0.95 are more approporiate.

y

Argument of function hstar

abdord

Ordered absolute differences of residuals

wtord

Standardized (by const) ordered absolute differences of residuals

const

Range of score function

n

Sample size

x

Argument for pairup

type

Argument for the function pairup

asc

scores

ascpr

derivative of the scores

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Koul, H.L., Sievers, G.L., and McKean, J.W. (1987) An esimator of the scale parameter for the rank analysis of linear models under general score functions, Scandinavian Journal of Statistics, 14, 131-141.

See Also

gettau, rfit