construct.s {simex} | R Documentation |
This function constructs the matrix of the first derivatives of the extrapoltion function for the value -1. In Carrol, Küchenhoff, Lombard and Stefanski the resulting matrix is called s(gamma).
This function is for internal use only!
construct.s(ncoef, lambda, fitting.method, extrapolation = NULL)
ncoef |
number of coefficients in the naive model |
lambda |
lambda (including 0) |
fitting.method |
fitting method used in the extrapolation step |
extrapolation |
the extrapolation model, only necessary if nonlinear or log-linear extrapolation is used |
returns the matrix s(gamma)
Wolfgang Lederer
Carrol, Küchenhoff, Lombard and Stefanski, 1996, Asymptotics for the SIMEX Estimator in nonlinear Measurement Error Models, Journal of the American Statistical Association, 91, 242–250
construct.s(2,c(0,0.5,1,1.5,2), "quad")