construct.s {simex}R Documentation

Function to construct the s(gamma)-Matrix

Description

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!

Usage

construct.s(ncoef, lambda, fitting.method, extrapolation = NULL)

Arguments

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

Value

returns the matrix s(gamma)

Author(s)

Wolfgang Lederer

References

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

See Also

simex,mcsimex

Examples

construct.s(2,c(0,0.5,1,1.5,2), "quad")

[Package simex version 1.2 Index]