hcci: Interval estimation for the parameters of linear models with
heteroskedasticity (Wild Bootstrap)
This package calculates the interval estimates for the parameters of
linear models 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. It is possible to calculate
consistent estimates of the covariance matrix of the parameters of linear regression models
with heteroskedasticity of unknown form. The package also provides function to calculate
consistently the covariance matrix of the parameters of linear models with heteroskedasticity
of unknown form.
| Version: |
1.0.0 |
| Depends: |
R (≥ 2.10.0) |
| Published: |
2014-02-22 |
| Author: |
Pedro Rafael Diniz Marinho [aut, cre],
Francisco Cribari Neto [aut, ctb] |
| Maintainer: |
Pedro Rafael Diniz Marinho <pedro.rafael.marinho at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://www.r-project.org |
| NeedsCompilation: |
no |
| CRAN checks: |
hcci results |
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