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xdx
2011 Jul 20
2
Bootstrap
...ng values of beta
nbeta <- c(0,0) #new beta
iter=0
while(crossprod(obeta-nbeta)>10^(-12))
{
nbeta <- obeta
eta <- X%*%nbeta
mu <- eta
mu1 <- 1/eta
W <- diag(as.vector(mu1))
Z <- X%*%nbeta+(y-mu)
XWX <- t(X)%*%W%*%X
XWZ <- t(X)%*%W%*%Z
Cov <- solve(XWX)
obeta <- Cov%*%XWZ
iter <- iter+1
cat("Iteration # and beta1= ",iter, nbeta, "\n")
}
Nt[Ncount] <- nbeta[1,1]
}
Nt
summary(Nt)
#**************e****************************...