pendensity (version 0.2.5)

bias.par: Calculating the bias of the parameter beta

Description

Calculating the bias of the parameter beta.

Usage

bias.par(penden.env)

Arguments

penden.env

Containing all information, environment of pendensity()

Value

• Returning the bias of the parameter beta.

Details

The bias of the parameter beta is calculated as the product of the penalty parameter lambda, the penalized second order derivative of the log likelihood function w.r.t. beta 'Derv.pen', the penalty matrix 'Dm' and the parameter set 'beta'. $$Bias(\beta)= - \lambda {Derv2.pen(\beta)}^{-1} D_m \beta$$

The needed values are saved in the environment.

References

Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.