taustar function

Estimate of the Scale Parameter taustar

An estimate of the scale parameter taustar = 1/(2*f(0)) is needed for the standard error of the intercept in rank-based regression.

taustar(e, p, conf = 0.95)

Arguments

• e: n x 1 vector of full model residuals
• p: is the number of regression coefficients (without the intercept)
• conf: confidence level of CI used

Details

Confidence interval estimate of taustar. See, for example, Hettmansperger and McKean (1998) p.7-8 and p.25-26.

Returns

Length-one numeric object containing the estimated scale parameter taustar.

References

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

Author(s)

Joseph McKean, John Kloke

See Also

rfit

Examples

##  This is an internal function.  See rfit for user-level examples.