Asymptotic distribution regression

distreg.asymp takes input object from dr_asympar for asymptotic bayesian distribution.

distreg.asymp(ind, drabj, data, vcovfn = "vcov", ...)

Arguments

ind	index of object in list drabj (i.e. a threshold value) from which to take draws
drabj	object from dr_asympar
data	dataframe, first column is the outcome
vcovfn	a string denoting the function to extract the variance-covariance. Defaults at "vcov". Other variance-covariance estimators in the sandwich package are usable.
...	additional input to pass to vcovfn

Value

a mean Fhat and a variance varF

Examples

y = faithful$waiting
x = scale(cbind(faithful$eruptions,faithful$eruptions^2))
qtaus = quantile(y,c(0.05,0.25,0.5,0.75,0.95))
drabj<- dr_asympar(y=y,x=x,thresh = qtaus); data = data.frame(y,x)
(asymp.obj<- distreg.asymp(ind=2,drabj,data,vcovfn="vcov"))
#> $Fhat
#> [1] 0.2573529
#> 
#> $varF
#>             [,1]
#> [1,] 0.001549209
#>