Bootstrap estimates of standard errors for the regression coefficients which are estimated by maximum approximate Bernstein/Beta likelihood estimation method in a density ratio model based on two-sample raw data.
se.coef.dr(
obj,
grouped = FALSE,
B = 500L,
parallel = FALSE,
ncore = NULL,
controls = mable.ctrl()
)
the estimated standard errors
Class 'mable_dr' object return by mable.dr
or mable.dr.group
functions
logical: are data grouped or not.
number of bootstrap runs.
logical: do parallel or not.
number of cores used for parallel computing. Default is half of availables.
Object of class mable.ctrl()
specifying iteration limit
and the convergence criterion for EM and Newton iterations. Default is
mable.ctrl
. See Details.
Bootstrap method is used based on bootstrap samples generated from
the MABLE's of the densities f0 and f1. The bootstrap samples are fitted by
the Bernstein polynomial model and the glm()
to obtain bootstrap
versions of coefficient estimates.