NormLinRegInterceptFamily {ROptRegTS}R Documentation

Generating Function for Linear Regression Family with Unknown Intercept

Description

Generates an object of class "L2RegTypeFamily" which represents a linear regression family with standard normal distributed errors and random regressor where the intercept is unknown.

Usage

NormLinRegInterceptFamily(theta, intercept = 0, trafo, RegDistr = Norm(), 
                          RegSymm, Reg2Mom, nuisance = FALSE)

Arguments

theta linear regression parameter
intercept intercept parameter
trafo matrix: transformation of the parameter
RegDistr regressor distribution
RegSymm symmetry of the regressor distribution
Reg2Mom second moment matrix of regressor
nuisance logical: is intercept nuisance parameter

Details

In case theta is missing, it is set to 0. If Reg2Mom is missing, it is computed via E.

Value

Object of class "L2RegTypeFamily"

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

L2RegTypeFamily-class

Examples

(LM1 <- NormLinRegInterceptFamily(Reg2Mom = matrix(1)))
Map(L2deriv(LM1)[[1]])
FisherInfo(LM1)
checkL2deriv(LM1)

[Package ROptRegTS version 0.6.1 Index]