R: Compute Standard errors of Coefficient Functions Estimated by...

fRegress.stderr {fda} | R Documentation

## Compute Standard errors of Coefficient Functions Estimated by Functional Regression Analysis

### Description

Function `fRegress` carries out a functional regression analysis of the concurrent kind, and estimates a regression coefficient function corresponding to each independent variable, whether it is scalar or functional. This function uses the list that is output by `fRegress` to provide standard error functions for each regression function. These standard error functions are pointwise, meaning that sampling standard deviation functions only are computed, and not sampling covariances.

### Usage

    #fRegress.stderr(y, y2cMap, SigmaE, returnMatrix=FALSE, ...)

    #NOTE:  The following is required by CRAN rules that
    # function names like "as.numeric" must follow the documentation
    # standards for S3 generics, even when they are not.
    # Please ignore the following line:
    ## S3 method for class 'stderr'
    fRegress(y, y2cMap, SigmaE, returnMatrix=FALSE, ...)

### Arguments

`y` | the named list that is returned from a call to function `fRegress`, where it is referred to as fRegressList. (R syntax requires that the first argument of any function beginning with `fRegress.` must begin with `y`.)
`y2cMap` | a matrix that contains the linear transformation that takes the raw data values into the coefficients defining a smooth functional data object. Typically, this matrix is returned from a call to function `smooth.basis` that generates the dependent variable objects. If the dependent variable is scalar, this matrix is an identity matrix of order equal to the length of the vector.
`SigmaE` | either a matrix or a bivariate functional data object according to whether the dependent variable is scalar or functional, respectively. This object has a number of replications equal to the length of the dependent variable object. It contains an estimate of the variance-covariance matrix or function for the residuals.
`returnMatrix` | logical: If TRUE, a two-dimensional is returned using a special class from the Matrix package.
`...` | optional arguments not used by `fRegress.stderr` but needed for superficial compatibability with `fRegress` methods.

### Value

a named list of length 3 containing:

`betastderrlist` | a list object of length the number of independent variables. Each member contains a functional parameter object for the standard error of a regression function.
`bvar` | a symmetric matrix containing sampling variances and covariances for the matrix of regression coefficients for the regression functions. These are stored column-wise in defining BVARIANCE.
`c2bMap` | a matrix containing the mapping from response variable coefficients to coefficients for regression coefficients.

### See Also

`fRegress`, `fRegress.CV`

### Examples

    #See the weather data analyses in the file daily.ssc for
    #examples of the use of function fRegress.stderr.

[Package fda version 2.4.8 Index]