pivotalStream: Steams of pivotal quantities of the regression coefficient
Description
Algorithm for generating a steam of generalised pivotal
quantities for the regression coefficients. If
adjusted=FALSE, then no adjustments are made for the
uncertainty in the heteroscedasticity estimates d. If
adjusted=TRUE, then adjustments are performed. In this
case, 's' needs to be provided.
Usage
pivotalStream(n, y, d, x, s = NULL, method = list("univariate", "multivariate"), adjusted)
Arguments
d
k-vector of heteroscedasticity.
s
k-vector of study responses. No need to provide
this, when adjusted=FALSE. Default is NULL.
method
A list. Used to choose the methods for
calculating the pivotal quantities of the regression
coefficients. Default is 'method=list("univariate",
"multivariate")'.
adjusted
TRUE or FALSE. Default is FALSE.
Value
If method=="univariate" or method=="multivariate", then
the return is a (p+1)-n-matrix. The first row contains
pivotal quantities of the heterogeneity, the rest of the
rows pivotal quantities of the regression coefficients.
Each column is an independent draw.If 'method==list("univariate", "multivariate")', then the
return is a (2p+1)-n-matrix. Of each column, the first
element is a pivotal for the heterogeneity, the next 'p'
elements is a pivotal vector for the regression
coefficients based on "univariate", the last 'p' elements
are a pivotal vector for the regression coefficients
based on "multivariate"