| Type: | Package |
| Title: | Inference of Quadratic Functional for Moderate-Dimensional OLS |
| Version: | 1.0 |
| Date: | 2021-3-12 |
| Author: | Xiao Guo [aut, cre], Guang Cheng [aut], Zixin Lin [trl] |
| Maintainer: | Xiao Guo <xiaoguo@ustc.edu.cn> |
| Description: | Statistical inference for quadratic functional of the moderate-dimensional linear model in Guo and Cheng (2021) <doi:10.1080/01621459.2021.1893177>. |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Packaged: | 2021-03-13 09:30:27 UTC; linderson |
| Repository: | CRAN |
| Date/Publication: | 2021-03-16 08:50:25 UTC |
R Package for Quadratic Functional of Moderate-Dimensional OLS
Description
This package conduct statistical inference for quadratic functional of the moderate-dimensional linear model in Guo and Cheng (2020).
Usage
MD_OLS(type_inference, level_significance, null_value, X, Y, V, W)
Arguments
type_inference |
the type of inference: 0-confidence interval for quadratic functional; 1-signal detection; 2-FVE; 3-error variance; 4-equality of two parameters; 5-co-heritability; 6-confidence ball; 7-inference for quadratic functional |
level_significance |
nominal significance level, default value is 0.05 |
null_value |
the null value for hypothesis testing |
X |
n by p matrix of predictor for model 1 |
Y |
n by 1 vector of response for model 1 |
V |
n by p matrix of predictor for model 2 |
W |
n by 1 vector of response for model 2 |
Details
"type_inference", "X" and "Y" are required inputs.
Value
eta_hat_proposed |
proposed estimator for eta |
rho_hat_proposed |
proposed estimator for rho |
var_proposed_test |
proposed estimator for the variance part |
var_convnetional_test |
conventional estimator for the variance part |
CI_proposed_method_lower |
lower bound of the confidence interval |
CI_proposed_method_upper |
upper bound of the confidence interval |
test_stat_proposed |
proposed test statistic |
test_stat_conventional |
conventional test statistic |
p_value_proposed |
p-value of the proposed test |
p_value_conventional |
p-value of the conventional test |
norm_beta_estimated |
estimated norm of beta |
norm_gamma_estimated |
estimated norm of gamma |
co_herit_hat_proposed |
proposed estimate of co-heritability |
co_herit_hat_conventional |
conventional estimate of co-heritability |
sigma_star_hat_square |
sigma star hat square |
ID_correctly_covered_by_confidence_ball_two_sided |
indicator that the parameter is covered by the two-sided confidence ball |
ID_correctly_covered_by_confidence_ball_one_sided |
indicator that the parameter is covered by the one-sided confidence ball |
Note
NA
Author(s)
Xiao Guo and Guang Cheng
References
Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
See Also
NA
Examples
type<-4
level<-0.05
null_value<-0
n_1 <- 500
p <-100
n_2 <- 600
X<-matrix(rnorm(n_1*p),nrow=n_1,ncol=p)
eps<-matrix(rnorm(n_1),nrow=n_1,ncol=1)
Y <- X[,1] + eps
V<-matrix(rnorm(n_2*p),nrow=n_2,ncol=p)
delta<-matrix(rnorm(n_2),nrow=n_2,ncol=1)
W<-V[,1] + delta
MD_OLS(type, level, null_value, X, Y,V,W)