Other packages > Find by keyword >

hcci  

Interval Estimation of Linear Models with Heteroskedasticity
View on CRAN: Click here


Download and install hcci package within the R console
Install from CRAN:
install.packages("hcci")

Install from Github:
library("remotes")
install_github("cran/hcci")

Install by package version:
library("remotes")
install_version("hcci", "1.2.0")



Attach the package and use:
library("hcci")
Maintained by
Pedro Rafael Diniz Marinho
[Scholar Profile | Author Map]
First Published: 2014-02-22
Latest Update: 2014-02-22
Description:
Calculates the interval estimates for the parameters of linear models with heteroscedastic regression using bootstrap - (Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is also possible to calculate confidence intervals using the percentile bootstrap and percentile bootstrap double. The package can calculate consistent estimates of the covariance matrix of the parameters of linear regression models with heteroscedasticity of unknown form. The package also provides a function to consistently calculate the covariance matrix of the parameters of linear models with heteroscedasticity of unknown form. The bootstrap methods exported by the package are based on the master's thesis of the first author, available at . The hcci package in previous versions was cited in the book VINOD, Hrishikesh D. Hands-on Intermediate Econometrics Using R: Templates for Learning Quantitative Methods and R Software. 2022, p. 441, ISBN 978-981-125-617-2 (hardcover). The simple bootstrap schemes are based on the works of Cribari-Neto F and Lima M. G. (2009) , while the double bootstrap schemes for the parameters that index the linear models with heteroscedasticity of unknown form are based on the works of Beran (1987) . The use of bootstrap for the calculation of interval estimates in regression models with heteroscedasticity of unknown form from a weighting of the residuals was proposed by Wu (1986) . This bootstrap scheme is known as weighted or wild bootstrap.
How to cite:
Pedro Rafael Diniz Marinho (2014). hcci: Interval Estimation of Linear Models with Heteroskedasticity. R package version 1.2.0, https://cran.r-project.org/web/packages/hcci. Accessed 07 Apr. 2025.
Previous versions and publish date:
1.0.0 (2014-02-22 16:44), 1.1.0 (2024-04-01 17:50)
Other packages that cited hcci R package
View hcci citation profile
Other R packages that hcci depends, imports, suggests or enhances
Complete documentation for hcci
Functions, R codes and Examples using the hcci R package
Some associated functions: HC . Pboot . Tboot . hcci-package . schools . 
Some associated R codes: HC.R . Pboot.R . QT.R . Tboot.R .  Full hcci package functions and examples
Downloads during the last 30 days
03/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2703/2803/3003/3104/0104/0204/0304/0404/0504/06Downloads for hcci0246810121416182022242628TrendBars

Today's Hot Picks in Authors and Packages

probout  
Unsupervised Multivariate Outlier Probabilities for Large Datasets
Estimates unsupervised outlier probabilities for multivariate numeric data with many observations fr ...
Download / Learn more Package Citations See dependency  
MetaAnalyser  
An Interactive Visualisation of Meta-Analysis as a Physical Weighing Machine
An interactive application to visualise meta-analysis data as a physical weighing machine. The inte ...
Download / Learn more Package Citations See dependency  
letsR  
Data Handling and Analysis in Macroecology
Handling, processing, and analyzing geographic data on species' distributions and environmental var ...
Download / Learn more Package Citations See dependency  
ASMap  
Linkage Map Construction using the MSTmap Algorithm
Functions for Accurate and Speedy linkage map construction, manipulation and diagnosis of Doubled Ha ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
nutriNetwork  
Structure Learning with Copula Graphical Model
Statistical tool for learning the structure of direct associations among variables for continuous d ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA