Package ‘fANCOVA’

October 13, 2022

Title Nonparametric Analysis of Covariance
Version 0.6-1
Description A collection of R functions to perform nonparametric
analysis of covariance for regression curves or surfaces.
Testing the equality or parallelism of nonparametric curves
or surfaces is equivalent to analysis of variance (ANOVA) or
analysis of covariance (ANCOVA) for one-sample functional data.
Three different testing methods are available in the package,
including one based on L-2 distance, one based on an ANOVA
statistic, and one based on variance estimators.
License GPL-3
Encoding UTF-8
LazyData true
RoxygenNote 7.1.1
NeedsCompilation no
Author Xiaofeng Wang [aut, cre],
Xinge Ji [ctb]
Maintainer Xiaofeng Wang <wangx6@ccf.org>
Repository CRAN
Date/Publication 2020-11-13 16:40:02 UTC

R topics documented:
loess.ancova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
loess.as . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
plot.fANCOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
T.aov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
T.L2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
T.var . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
USpopu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
wild.boot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

Index 18

1
2 loess.ancova

loess.ancova Fit a semiparametric ANCOVA model with a local polynomial

smoother

Description
Fit a semiparametric ANCOVA model with a local polynomial smoother. The specific model con-
sidered here is
y_ij= g_i + m(x_ij) + e_ij,
where the parametric part of the model, g_i, is a factor variable; the nonparametric part of the model,
m(.), is a nonparametric smooth function; e_ij are independent identically distributed errors. The
errors e_ij do not have to be independent N(0, sigma^2) errors. The errors can be heteroscedastic,
i.e., e_ij = sigma_i(x_ij) * u_ij, where u_ij are independent identically distributed errors with mean
0 and variance 1. The model is fitted by the direct estimation method (Speckman, 1988), or by the
backfitting method (Buja, Hastie and Tibshirani, 1989; Hastie and Tibshirani, 1990).

Usage
loess.ancova(x, y, group, degree = 2, criterion = c("aicc", "gcv"),
family = c("gaussian", "symmetric"), method=c("Speckman", "Backfitting"),
iter = 10, tol = 0.01, user.span = NULL, plot = FALSE,
data.points = FALSE, legend.position = "topright", ...)

Arguments
x a vector or two-column matrix of covariate values.
y a vector of response values.
group a vector of group indicators that has the same length as y.
degree the degree of the local polynomials to be used. It can ben 0, 1 or 2.
criterion the criterion for automatic smoothing parameter selection: “aicc” denotes bias-
corrected AIC criterion, “gcv” denotes generalized cross-validation.
family if “gaussian” fitting is by least-squares, and if “symmetric” a re-descending M
estimator is used with Tukey’s biweight function.
method if “Speckman” the direct estimation method by Speckman (1988) will be used,
and if “Backfitting” The model is fitted by the backfitting method (Buja, Hastie
and Tibshirani, 1989; Hastie and Tibshirani, 1990).
iter the number of iterations.
tol the number of tolerance in the iterations.
user.span the user-defined parameter which controls the degree of smoothing. If it is not
specified, the smoothing parameter will be selected by “aicc” or “gcv” criterion.
plot if TRUE (when x is one-dimensional), the fitted curves for all groups will be
generated; if TRUE (when x is two-dimensional), only the smooth component
in the model will be plotted.
loess.ancova 3

data.points if TRUE, the data points will be displayed in the plot.

legend.position
the position of legend in the plot: “topright”, “topleft”, “bottomright”, “bottom-
left”, etc.
... control parameters.

Details
Fit a local polynomial regression with automatic smoothing parameter selection. The predictor x
can either one-dimensional or two-dimensional.

Value
a list of a vector of the parametric estimates and an object of class “loess”.

Author(s)
X.F. Wang <wangx6@ccf.org>

References
Speckman, P. (1988). Kernel Smoothing in Partial Linear Models. Journal of the Royal Statistical
Society. Series B (Methodological), 50, 413–436.
Buja, A., Hastie, T. J. and Tibshirani, R. J. (1989). Linear smoothers and additive models (with
discussion). Annals of Statistics, 17, 453–555.
Hastie, T. J. and Tibshirani, R. J. (1990). Generalized Additive Models. Vol. 43 of Monographs on
Statistics and Applied Probability, Chapman and Hall, London.

See Also
loess.

Examples
## Fit semiparametric ANCOVA model
set.seed(555)
n1 <- 80
x1 <- runif(n1,min=0, max=3)
sd1 <- 0.3
e1 <- rnorm(n1,sd=sd1)
y1 <- 3*cos(pi*x1/2) + 6 + e1

n2 <- 75
x2 <- runif(n2, min=0, max=3)
sd2 <- 0.2
e2 <- rnorm(n2, sd=sd2)
y2 <- 3*cos(pi*x2/2) + 3 + e2

n3 <- 90
x3 <- runif(n3, min=0, max=3)
4 loess.as

sd3 <- 0.3

e3 <- rnorm(n3, sd=sd3)
y3 <- 3*cos(pi*x3/2) + e3

data.bind <- rbind(cbind(x1,y1,1), cbind(x2,y2,2),cbind(x3,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x','y','group')

x <- data.bind[,1]
y <- data.bind[,2]
group <- data.bind[,3]

loess.ancova(x,y,group, plot=TRUE, data.points=TRUE)

## Fit semiparametric ANCOVA model when the predictor is two-dimensional

n1 <- 100
x11 <- runif(n1,min=0, max=3)
x12 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x11) + sin(2*x12) + e1

n2 <- 100
x21 <- runif(n2, min=0, max=3)
x22 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x21) + sin(2*x22) + 1 + e2

n3 <- 120
x31 <- runif(n3, min=0, max=3)
x32 <- runif(n3, min=0, max=3)
sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x31) + sin(2*x32) + 3 + e3

data.bind <- rbind(cbind(x11, x12 ,y1,1), cbind(x21, x22, y2,2),cbind(x31, x32,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x1','x2', 'y','group')

loess.ancova(data.bind[,c(1,2)], data.bind$y, data.bind$group, plot=TRUE)

loess.as Fit a local polynomial regression with automatic smoothing parameter

selection

Description
Fit a local polynomial regression with automatic smoothing parameter selection. Two methods are
available for the selection of the smoothing parameter: bias-corrected Akaike information criterion
(aicc); and generalized cross-validation (gcv).
loess.as 5

Usage
loess.as(x, y, degree = 1, criterion = c("aicc", "gcv"),
family = c("gaussian", "symmetric"), user.span = NULL,
plot = FALSE, ...)

Arguments
x a vector or two-column matrix of covariate values.
y a vector of response values.
degree the degree of the local polynomials to be used. It can ben 0, 1 or 2.
criterion the criterion for automatic smoothing parameter selection: “aicc” denotes bias-
corrected AIC criterion, “gcv” denotes generalized cross-validation.
family if “gaussian” fitting is by least-squares, and if “symmetric” a re-descending M
estimator is used with Tukey’s biweight function.
user.span the user-defined parameter which controls the degree of smoothing.
plot if TRUE, the fitted curve or surface will be generated.
... control parameters.

Details
Fit a local polynomial regression with automatic smoothing parameter selection. The predictor x
can either one-dimensional or two-dimensional.

Value
An object of class “loess”.

Author(s)
X.F. Wang <wangx6@ccf.org>

References
Cleveland, W. S. (1979) Robust locally weighted regression and smoothing scatterplots. Journal of
the American Statistical Association. 74, 829–836.
Hurvich, C.M., Simonoff, J.S., and Tsai, C.L. (1998), Smoothing Parameter Selection in Nonpara-
metric Regression Using an Improved Akaike Information Criterion. Journal of the Royal Statistical
Society B. 60, 271–293.
Golub, G., Heath, M. and Wahba, G. (1979). Generalized cross validation as a method for choosing
a good ridge parameter. Technometrics. 21, 215–224.

See Also
loess, loess.ancova, T.L2, T.aov, T.var.
6 plot.fANCOVA

Examples
## Fit Local Polynomial Regression with Automatic Smoothing Parameter Selection
n1 <- 100
x1 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x1) + e1

(y1.fit <- loess.as(x1, y1, plot=TRUE))

n2 <- 100
x21 <- runif(n2, min=0, max=3)
x22 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x21) + sin(2*x22) + 1 + e2

(y2.fit <- loess.as(cbind(x21, x22), y2, plot=TRUE))

plot.fANCOVA Plot a fANCOVA Object

Description

To plot a fANCOVA object

Usage

## S3 method for class 'fANCOVA'

plot(x, test.statistic=TRUE, main="", n=256, legend.position="topright", ...)

Arguments

x a fANCOVA object
test.statistic if TRUE, plot the density of the test statistic under null hypothesis; if FALSE,
plot the estimated curves.
main the title of the plot
n the number of points that are used to draw the curves or surfaces in the plot.
legend.position
the position of legend in the plot: “topright”, “topleft”, “bottomright”, “bottom-
left”, etc.
... control parameters of the plot function
T.aov 7

Details

This function is to plot a fANCOVA object. The plot will be generated only if the predictor x is
one-dimensional. if “test.statistic=TRUE”, a density plot of the test statistic under null hypothesis
will be generated; if “test.statistic=FALSE”, the estimated curves for all groups are drawn.

Author(s)

X.F. Wang <wangx6@ccf.org>

See Also

T.L2, T.aov, T.var.

T.aov Test the equality of nonparametric curves or surfaces based on an

ANOVA-type statistic

Description

Test the equality of nonparametric curves or surfaces based on an ANOVA-type statistic. The
specific model considered here is
y_ij= m_i(x_ij) + e_ij,
where m_i(.), are nonparametric smooth functions; e_ij are independent identically distributed er-
rors. The errors e_ij do not have to be independent N(0, sigma^2) errors. The errors can be het-
eroscedastic, i.e., e_ij = sigma_i(x_ij) * u_ij, where u_ij are independent identically distributed
errors with mean 0 and variance 1.
We are interested in the problem of testing the equality of the regression curves (when x is one-
dimensional) or surfaces (when x is two-dimensional),
H_0: m_1(.) = m_2(.) = ... v.s. H_1: otherwise
The problem can also be viewed as the test of the equality in the one-sample problem for functional
data.

Usage

T.aov(x, ...)
## Default S3 method:
T.aov(x, y, group, B = 200, degree = 1, criterion = c("aicc", "gcv"),
family = c("gaussian", "symmetric"), tstat = c("DN", "YB"),
user.span = NULL, ...)
8 T.aov

Arguments

x a vector or two-column matrix of covariate values.

y a vector of response values.
group a vector of group indicators that has the same length as y.
B the number of bootstrap replicates. Usually this will be a single positive integer.
degree the degree of the local polynomials to be used. It can ben 0, 1 or 2.
criterion the criterion for automatic smoothing parameter selection: “aicc” denotes bias-
corrected AIC criterion, “gcv” denotes generalized cross-validation.
family if “gaussian” fitting is by least-squares, and if “symmetric” a re-descending M
estimator is used with Tukey’s biweight function.
tstat the test statistic used here: if “DN” Dette, H., Neumeyer, N. (2001)’s statistic is
used; if “YB” Young, S.G. and Bowman, A.W. (1995)’s statistic is used.
user.span The user-defined parameter which controls the degree of smoothing.
... some control parameters can also be supplied directly

Details

A wild bootstrap algorithm is applied to test the equality of nonparametric curves or surfaces based
on an ANOVA-type statistic.

Value

An object of class “fANCOVA”

Author(s)

X.F. Wang <wangx6@ccf.org>

References

Dette, H., Neumeyer, N. (2001). Nonparametric analysis of covariance. Annals of Statistics. 29,
1361–1400.
Young, S.G. and Bowman, A.W. (1995). Nonparametric analysis of covariance. Biometrics. 51,
920–931.
Wang. X.F. and Ye, D. (2010). On nonparametric comparison of images and regression surfaces.
Journal of Statistical Planning and Inference. 140, 2875–2884.

See Also

T.L2, T.var, loess.as, loess.ancova.

T.aov 9

Examples

## Nonparametric test the equality of multiple regression curves

## Simulate data sets

n1 <- 100
x1 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x1) + e1

n2 <- 100
x2 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x2) + 1 + e2

n3 <- 120
x3 <- runif(n3, min=0, max=3)
sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x3) + e3

data.bind <- rbind(cbind(x1,y1,1), cbind(x2,y2,2),cbind(x3,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x','y','group')

t1 <- T.aov(data.bind$x, data.bind$y, data.bind$group)

t1
plot(t1)
plot(t1, test.statistic=FALSE)

########
## Nonparametric test the equality for regression surfaces
## Simulate data sets

n1 <- 100
x11 <- runif(n1,min=0, max=3)
x12 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x11) + sin(2*x12) + e1

n2 <- 100
x21 <- runif(n2, min=0, max=3)
x22 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x21) + sin(2*x22) + 1 + e2

n3 <- 120
x31 <- runif(n3, min=0, max=3)
10 T.L2

x32 <- runif(n3, min=0, max=3)

sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x31) + sin(2*x32) + e3

data.bind <- rbind(cbind(x11, x12 ,y1,1), cbind(x21, x22, y2,2),cbind(x31, x32,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x1','x2', 'y','group')

T.aov(data.bind[,c(1,2)], data.bind$y, data.bind$group)

T.L2 Test the equality of nonparametric curves or surfaces based on L2

distance

Description
Test the equality of nonparametric curves or surfaces based on L2 distance. The specific model
considered here is
y_ij= m_i(x_ij) + e_ij,
where m_i(.), are nonparametric smooth functions; e_ij are independent identically distributed er-
rors. The errors e_ij do not have to be independent N(0, sigma^2) errors. The errors can be het-
eroscedastic, i.e., e_ij = sigma_i(x_ij) * u_ij, where u_ij are independent identically distributed
errors with mean 0 and variance 1.
We are interested in the problem of testing the equality of the regression curves (when x is one-
dimensional) or surfaces (when x is two-dimensional),
H_0: m_1(.) = m_2(.) = ... v.s. H_1: otherwise
The problem can also be viewed as the test of the equality in the one-sample problem for functional
data.

Usage
T.L2(x, ...)
## Default S3 method:
T.L2(x, y, group, B = 200, degree = 1, criterion = c("aicc", "gcv"),
family = c("gaussian", "symmetric"), m = 225, user.span = NULL, ...)

Arguments
x a vector or two-column matrix of covariate values.
y a vector of response values.
group a vector of group indicators that has the same length as y.
B the number of bootstrap replicates. Usually this will be a single positive integer.
degree the degree of the local polynomials to be used. It can ben 0, 1 or 2.
T.L2 11

criterion the criterion for automatic smoothing parameter selection: “aicc” denotes bias-
corrected AIC criterion, “gcv” denotes generalized cross-validation.
family if “gaussian” fitting is by least-squares, and if “symmetric” a re-descending M
estimator is used with Tukey’s biweight function.
m the number of the sampling points for the Monte-Carlo integration.
user.span the user-defined parameter which controls the degree of smoothing.
... some control parameters can also be supplied directly.

Details
A wild bootstrap algorithm is applied to test the equality of nonparametric curves or surfaces based
on L2 distance.

Value
An object of class “fANCOVA”.

Author(s)
X.F. Wang <wangx6@ccf.org>

References
Dette, H., Neumeyer, N. (2001). Nonparametric analysis of covariance. Annals of Statistics. 29,
1361–1400.
Wang. X.F. and Ye, D. (2010). On nonparametric comparison of images and regression surfaces.
Journal of Statistical Planning and Inference. 140, 2875–2884.

See Also
T.aov, T.var, loess.as, loess.ancova.

Examples
## Nonparametric test the equality of multiple regression curves
## Simulate data sets

n1 <- 100
x1 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x1) + e1

n2 <- 100
x2 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x2) + 1 + e2

n3 <- 120
12 T.var

x3 <- runif(n3, min=0, max=3)

sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x3) + e3

data.bind <- rbind(cbind(x1,y1,1), cbind(x2,y2,2),cbind(x3,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x','y','group')

t1 <- T.L2(data.bind$x, data.bind$y, data.bind$group, degree=2)

t1
plot(t1)
plot(t1, test.statistic=FALSE)

########
## Nonparametric test the equality for regression surfaces
## Simulate data sets

n1 <- 100
x11 <- runif(n1,min=0, max=3)
x12 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x11) + sin(2*x12) + e1

n2 <- 100
x21 <- runif(n2, min=0, max=3)
x22 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x21) + sin(2*x22) + 1 + e2

n3 <- 120
x31 <- runif(n3, min=0, max=3)
x32 <- runif(n3, min=0, max=3)
sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x31) + sin(2*x32) + e3

data.bind <- rbind(cbind(x11, x12 ,y1,1), cbind(x21, x22, y2,2),cbind(x31, x32,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x1','x2', 'y','group')

T.L2(data.bind[,c(1,2)], data.bind$y, data.bind$group, degree=2)

T.var Test the equality of nonparametric curves or surfaces based on vari-

ance estimators
T.var 13

Description
Test the equality of nonparametric curves or surfaces based on variance estimators. The specific
model considered here is
y_ij= m_i(x_ij) + e_ij,
where m_i(.), are nonparametric smooth functions; e_ij are independent identically distributed er-
rors. The errors e_ij do not have to be independent N(0, sigma^2) errors. The errors can be het-
eroscedastic, i.e., e_ij = sigma_i(x_ij) * u_ij, where u_ij are independent identically distributed
errors with mean 0 and variance 1.
We are interested in the problem of testing the equality of the regression curves (when x is one-
dimensional) or surfaces (when x is two-dimensional),
H_0: m_1(.) = m_2(.) = ... v.s. H_1: otherwise
The problem can also be viewed as the test of the equality in the one-sample problem for functional
data.

Usage
T.var(x, ...)
## Default S3 method:
T.var(x, y, group, B = 200, degree = 1, criterion = c("aicc", "gcv"),
family = c("gaussian", "symmetric"), user.span = NULL, ...)

Arguments
x a vector or two-column matrix of covariate values.
y a vector of response values.
group a vector of group indicators that has the same length as y.
B the number of bootstrap replicates. Usually this will be a single positive integer.
degree the degree of the local polynomials to be used. It can ben 0, 1 or 2.
criterion the criterion for automatic smoothing parameter selection: “aicc” denotes bias-
corrected AIC criterion, “gcv” denotes generalized cross-validation.
family if “gaussian” fitting is by least-squares, and if “symmetric” a re-descending M
estimator is used with Tukey’s biweight function.
user.span the user-defined parameter which controls the degree of smoothing.
... some control parameters can also be supplied directly

Details
A wild bootstrap algorithm is applied to test the equality of nonparametric curves or surfaces based
on variance estimators.

Value
An object of class “fANCOVA”.
14 T.var

Author(s)
X.F. Wang <wangx6@ccf.org>

References
Dette, H., Neumeyer, N. (2001). Nonparametric analysis of covariance. Annals of Statistics. 29,
1361–1400.
Wang. X.F. and Ye, D. (2010). On nonparametric comparison of images and regression surfaces.
Journal of Statistical Planning and Inference. 140, 2875–2884.

See Also
T.L2, T.aov, loess.as, loess.ancova.

Examples
## Nonparametric test the equality of multiple regression curves
## Simulate data sets

n1 <- 100
x1 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x1) + e1

n2 <- 100
x2 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x2) + 1 + e2

n3 <- 120
x3 <- runif(n3, min=0, max=3)
sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x3) + e3

data.bind <- rbind(cbind(x1,y1,1), cbind(x2,y2,2),cbind(x3,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x','y','group')

t1 <- T.var(data.bind$x, data.bind$y, data.bind$group, degree=2, criterion="gcv")

t1
plot(t1)
plot(t1, test.statistic=FALSE)

########
## Nonparametric test the equality for regression surfaces
## Simulate data sets
USpopu 15

n1 <- 100
x11 <- runif(n1,min=0, max=3)
x12 <- runif(n1,min=0, max=3)
sd1 <- 0.2
e1 <- rnorm(n1,sd=sd1)
y1 <- sin(2*x11) + sin(2*x12) + e1

n2 <- 100
x21 <- runif(n2, min=0, max=3)
x22 <- runif(n2, min=0, max=3)
sd2 <- 0.25
e2 <- rnorm(n2, sd=sd2)
y2 <- sin(2*x21) + sin(2*x22) + 1 + e2

n3 <- 120
x31 <- runif(n3, min=0, max=3)
x32 <- runif(n3, min=0, max=3)
sd3 <- 0.25
e3 <- rnorm(n3, sd=sd3)
y3 <- sin(2*x31) + sin(2*x32) + e3

data.bind <- rbind(cbind(x11, x12 ,y1,1), cbind(x21, x22, y2,2),cbind(x31, x32,y3,3))

data.bind <- data.frame(data.bind)
colnames(data.bind)=c('x1','x2', 'y','group')

T.var(data.bind[,c(1,2)], data.bind$y, data.bind$group)

USpopu US national population

Description
US national population by four groups from 1900 to 1979. The four groups are: Age 0; Age 20;
Age 40; Age 60.

Usage
data(USpopu)

Format
A data frame with 320 observations on 3 variables.

age numeric the group variable of age

year numeric a numeric vector, giving year
population numeric a numeric vector, giving population in millions
16 wild.boot

References
https://www.census.gov/data/tables/time-series/demo/popest/pre-1980-national.html,
U.S. Census Bureau, National Intercensal Tables: 1900-1990. Last Revised: November 30, 2016

See Also
T.L2, T.aov, T.var.

Examples
data(USpopu)
t1 <- T.L2(USpopu$year, USpopu$population, USpopu$age, degree=2)
t1
plot(t1)
plot(t1, test.statistic=FALSE, legend.position="topleft")

wild.boot Generate one or multiple bootstrap samples of regression residuals

using the wild bootstrap method

Description
Generate bootstrap samples using the wild bootstrap method introduced by Wu (1986). One of
the advantages for the wild bootstrap method is that it allows for a heterogeneous variance in the
residuals in regression analysis.

Usage
wild.boot(x, nboot = 1)

Arguments
x a vector of regression residuals.
nboot the number of bootstrap replicates. Usually this will be a single positive integer.

Details
This function is to generate bootstrap residuals using the wild bootstrap method.

Value
a vector or a matrix.

Author(s)
X.F. Wang <wangx6@ccf.org>
wild.boot 17

References
Wu, C. (1986) Jackknife, bootstrap and other resampling methods in regression analysis (with dis-
cussion). Annals of Statistics. 14, 1261–1350.
Mammen, E. (1991). Bootstrap, wild bootstrap, and asymptotic normality. Probability Theory and
Related Fields. 93, 439–455.

See Also
T.L2, T.aov, T.var.

Examples
n <- 1000
x <- runif(n, min=0, max=1)
## generate heteroscedastic error variances
sig.x <- sqrt(exp(x)/2.5-0.4)
err <- sapply(sig.x, function(x) rnorm(1, sd=x))
x2 <- x^2
y <- 10+3*x+2*x2 +err
plot(x,y)
fit <- lm(y ~ x + x2)
## obtain 12 samples of the wild bootstrap residuals
res.boot <- wild.boot(fit$res, nboot=12)
## obtain 12 samples of the wild bootstrap responses
y.boot <- matrix(rep(fit$fit,time=12), ncol=12) + res.boot
## plot the 12 wild bootstrap samples
## The wild bootstrap method keeps the patterns of variance heterogeneity
## in the orginal sample.
par(mfrow=c(4,3))
for (i in 1:12) plot(x, y.boot[,i])
Index

∗ bootstrap USpopu, 15
wild.boot, 16
∗ datasets wild.boot, 16
USpopu, 15
∗ nonparametric
loess.ancova, 2
loess.as, 4
T.aov, 7
T.L2, 10
T.var, 12
∗ plot
plot.fANCOVA, 6
∗ regression
wild.boot, 16
∗ semiparametric
loess.ancova, 2
∗ smoothing
loess.ancova, 2
∗ smooth
loess.as, 4
T.aov, 7
T.L2, 10
T.var, 12
∗ test the equality
T.aov, 7
T.L2, 10
T.var, 12
∗ wild bootstrap
wild.boot, 16

loess, 3, 5
loess.ancova, 2, 5, 8, 11, 14
loess.as, 4, 8, 11, 14

plot (plot.fANCOVA), 6
plot.fANCOVA, 6

T.aov, 5, 7, 7, 11, 14, 16, 17

T.L2, 5, 7, 8, 10, 14, 16, 17
T.var, 5, 7, 8, 11, 12, 16, 17

18