Interval estimation for the parameters of linear models with heteroskedasticity (Wild Bootstrap)


[Up] [Top]

Documentation for package ‘hcci’ version 1.0.0

Help Pages

hcci-package Interval estimation for the parameters of linear models with heteroskedasticity of unknown form using bootstrap-t and percentile bootstrap and schemes of the double bootstrap.
HC Covariance Matrix - (HC0, HC2, HC3, HC4 and HC5)
hcci Interval estimation for the parameters of linear models with heteroskedasticity of unknown form using bootstrap-t and percentile bootstrap and schemes of the double bootstrap.
Pboot Percentile Bootstrap Confidence Interval (Wild Bootstrap) - Linear Models Heteroskedasticity
schools US Expenditures for Public Schools
Tboot Bootstrap-t Confidence Interval (Wild Bootstrap) - Linear Models Heteroskedasticity