This estimates the location-scale model as described in Heagerty and Pepe (1999) using the Newton-Raphson method. The location and scale formulas must have the same outcome, but they may have different predictors.
Usage
sp_locscale(
formula.location,
formula.scale,
data,
weights,
tol = 1e-06,
maxit = 100
)
Arguments
- formula.location
Formula specifying the model for the location
- formula.scale
Formula specifying the model for the scale
- data
Data used to estimate the model
- weights
Weights applied to the estimating equations
- tol
Convergence tolerance
- maxit
Maximum number of iterations
Value
A list containing the parameter estimates, the convergence indicator, and residuals