disp function

Jaeckel's Dispersion Function

Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.

disp(beta, x, y, scores)

Arguments

• beta: p by 1 vector of regression coefficents
• x: n by p design matrix
• y: n by 1 response vector
• scores: an object of class scores

Details

Returns the value of Jaeckel's disperion function evaluated at the value of the parameters in the function call. That is, $sum_{i=1}^n a(R(e_i)) * e_i$ where R denotes rank and a(1) <= a(2) <= ... <= a(n) are the scores. The residuals (e_i i=1,...n) are calculated y - x beta.

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.

Author(s)

John Kloke, Joseph McKean

See Also

rfit

drop.test

summary.rfit