Constant fit of coefficients in a TPR model

Description

Weighted least square estimate of a constant model for time-varying coefficients in a TPR model.

Usage

cst.fit.ff(fit, idx)

Arguments

Value

The estimated constant fit, standard error, z-value and p-value.

Author(s)

Jun Yan jyan@stat.uconn.edu

References

Fine, Yan, and Kosorok (2004). Temporal Process Regression. Biometrika.

See Also

tpr.test

Results