simex (version 1.2)

construct.s: Function to construct the s(gamma)-Matrix

Description

This function constructs the matrix of the first derivatives of the extrapoltion function for the value -1. In Carrol, K�chenhoff, Lombard and Stefanski the resulting matrix is called s(gamma). This function is for internal use only!

Usage

construct.s(ncoef, lambda, fitting.method, extrapolation = NULL)

Arguments

ncoef

number of coefficients in the naive model

lambda

lambda (including 0)

fitting.method

fitting method used in the extrapolation step

extrapolation

the extrapolation model, only necessary if nonlinear or log-linear extrapolation is used

Value

• returns the matrix s(gamma)

References

Carrol, K�chenhoff, Lombard and Stefanski, 1996, Asymptotics for the SIMEX Estimator in nonlinear Measurement Error Models, Journal of the American Statistical Association, 91, 242--250

See Also

simex,mcsimex

Examples

construct.s(2,c(0,0.5,1,1.5,2), "quad")