Semi-Parametric Estimators of Truncated Regression Models


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Documentation for package ‘truncSP’ version 1.2.4

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truncSP-package Estimators of semi-parametric truncated regression models
bootconfint Function to obtain bootstrap confidence intervals (percentile)
coef.lt Function to extract model coefficients for objects of class '"lt"'
coef.qme Function to extract model coefficients for objects of class '"qme"'
coef.stls Function to extract model coefficients for objects of class '"stls"'
covar.boot Function to obtain bootstrap covariance matrix
fitted.lt Function to obtain fitted values from objects of class '"lt"'
fitted.qme Function to obtain fitted values from objects of class '"qme"'
fitted.stls Function to obtain fitted values from objects of class '"stls"'
funcLT Function to be used by boot to obtain bootstrap replicates of the parameters estimated with QME
funcQME Function to be used by boot to obtain bootstrap replicates of the parameters estimated with QME
funcSTLS Function to be used by boot to obtain bootstrap replicates of the parameters estimated with STLS
funcval.LT LT objective function
funcval.QME QME objective function
funcval.STLS STLS objective function
lt Estimation of truncated regression models using the Left Truncated (LT) estimator
lt-class An S4 class for objects from the 'lt' function
lt.fit Function for fitting LT
mlcoef Gives the starting coefficients from fitting a maximum likelihood model for truncated regression, assuming Gaussian errors
PM10 Air pollution data
PM10trunc Air pollution data (Truncated)
print.lt Print function for objects of class '"lt"'
print.qme Print function for objects of class '"qme"'
print.stls Print function for objects of class '"stls"'
print.summary.lt Print function for objects of class '"summary.lt"'
print.summary.qme Print function for objects of class '"summary.qme"'
print.summary.stls Print function for objects of class '"summary.stls"'
qme Estimation of truncated regression models using the Quadratic Mode Estimator (QME)
qme-class An S4 class for objects from the 'qme' function
qme.fit Function for fitting QME
residuals.lt Function to extract model residuals from objects of class '"lt"'
residuals.qme Function to extract model residuals from objects of class '"stls"'
residuals.stls Function to extract model residuals from objects of class '"stls"'
stls Estimation of truncated regression models using the Symmetrically Trimmed Least Squares (STLS) estimator
stls-class An S4 class for objects from the 'stls' function
stls.fit Function for fitting STLS
summary.lt Summary function for objects of class '"lt"'
summary.lt-class An S4 class for objects from the 'summary.lt' function
summary.qme Summary function for objects of class '"qme"'
summary.qme-class An S4 class for objects from the 'summary.qme' function
summary.stls Summary function for objects of class '"stls"'
summary.stls-class An S4 class for objects from the 'summary.stls' function
truncSP Estimators of semi-parametric truncated regression models
vcov.lt Function to obtain the variance-covariance matrix for objects of class '"lt"'
vcov.qme Function to obtain the variance-covariance matrix for objects of class '"qme"'
vcov.stls Function to obtain the variance-covariance matrix for objects of class '"stls"'