| Name : R-hcci
| |
| Version : 1.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.2.2
| Date : 2024-06-14 11:09:24
|
| Group : Development/Libraries/Other
| Source RPM : R-hcci-1.1.0-lp153.2.2.src.rpm
|
| Size : 0.05 MB
| |
| Packager : (none)
| |
| Summary : Interval Estimation of Linear Models with Heteroskedasticity
|
Description :
Calculates the interval estimates for the parameters of linear models
with heteroscedastic regression using bootstrap - (Wild Bootstrap) and
double bootstrap-t (Wild Bootstrap). It is also possible to calculate
confidence intervals using the percentile bootstrap and percentile
bootstrap double. The package can calculate consistent estimates of the
covariance matrix of the parameters of linear regression models with
heteroscedasticity of unknown form. The package also provides a
function to consistently calculate the covariance matrix of the
parameters of linear models with heteroscedasticity of unknown form.
The bootstrap methods exported by the package are based on the master\'s
thesis of the first author, available at
< https://raw.githubusercontent.com/prdm0/hcci/master/references/dissertacao_mestrado.pdf>.
The hcci package in previous versions was cited in the book VINOD,
Hrishikesh D. Hands-on Intermediate Econometrics Using R: Templates for
Learning Quantitative Methods and R Software. 2022, p. 441, ISBN
978-981-125-617-2 (hardcover). The simple bootstrap schemes are based
on the works of Cribari-Neto F and Lima M. G. (2009)
< doi:10.1080/00949650801935327>, while the double bootstrap schemes for
the parameters that index the linear models with heteroscedasticity of
unknown form are based on the works of Beran (1987)
< doi:10.2307/2336685>. The use of bootstrap for the calculation of
interval estimates in regression models with heteroscedasticity of
unknown form from a weighting of the residuals was proposed by Wu
(1986) < doi:10.1214/aos/1176350142>. This bootstrap scheme is known as
weighted or wild bootstrap.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
