fRegress.stderr {fda} | R Documentation |
Compute Standard errors of Coefficient Functions Estimated by
Functional Regression Analysis
Description
Function fRegress
carries out a functional regression analysis
of the concurrent kind, and estimates a regression coefficient
function corresponding to each independent variable, whether it is
scalar or functional. This function uses the list that is output by
fRegress
to provide standard error functions for each
regression function. These standard error functions are pointwise,
meaning that sampling standard deviation functions only are computed,
and not sampling covariances.
Usage
fRegress.stderr(y, y2cMap, SigmaE, ...)
Arguments
y |
the named list of length six that is returned from a call to
function fRegress .
|
y2cMap |
a matrix that contains the linear transformation that takes the raw
data values into the coefficients defining a smooth functional data
object. Typically, this matrix is returned from a call to function
smooth.basis that generates the dependent variable objects.
If the dependent variable is scalar, this matrix is an identity
matrix of order equal to the length of the vector.
|
SigmaE |
either a matrix or a bivariate functional data object according to
whether the dependent variable is scalar or functional,
respectively. This object has a number of replications equal to the
length of the dependent variable object. It contains an estimate of
the variance-covariance matrix or function for the residuals.
|
... |
optional arguments not used by fRegress.stderr but needed for
superficial compatibability with fRegress methods.
|
Value
a named list of length 3 containing:
betastderrlist |
a list object of length equal to the number of independent
variables. Each member contains a functional parameter object for
the standard error of a regression function.
|
bvar |
a symmetric matrix containing sampling variances and covariances for
the matrix of regression coefficients for the regression functions.
These are stored column-wise in defining BVARIANCE.
|
c2bMap |
a matrix containing the mapping from response variable coefficients
to coefficients for regression coefficients.
|
See Also
fRegress
,
fRegress.CV
Examples
#See the weather data analyses in the file daily.ssc for
#examples of the use of function fRegress.stderr.
[Package
fda version 2.1.1
Index]