#1.) library(Rfit) #(a) fit<-rfit(calls~year,data=telephone) summary(fit) #(b) Y=telephone$calls x=telephone$year lm(Y~x) plot(Y~x) abline(lm(Y~x)$coef) abline(fit$coef,col=2) #(c) n=length(x) Sn=function(b){ R=rank(Y-x*b) Sn=sum((x-mean(x))*(R/(n+1)-1/2)) return(Sn) } beta_hat=uniroot(Sn,c(0,1))$root beta_hat #(d) J=function(b){ R=rank(Y-(x-mean(x))*b) J=sum((Y-(x-mean(x))*b)*R) } beta_hat2=optimize(J,c(0,10))$min beta_hat2 Jn=function(b){ R=rank(Y-x*b) Jn=sum((Y-x*b)*(R/(n+1)-1/2)) return(Jn) } beta_hat3=optimize(Jn,c(0,10))$min beta_hat3 #(e) e=Y-beta_hat*x signedrank(e) ######################## #(2) library(quantreg) #(a) Y=bbsalaries$logSalary x1=bbsalaries$aveWins x2=bbsalaries$aveGames n=length(Y) fit<-rfit(Y~x1+x2) summary(fit) #(b) Ln=function(b){ R=rank(Y-x1*b[1]-x2*b[2]) P1=sum((x1-mean(x1))*R) P2=sum((x2-mean(x2))*R) Ln=sqrt(P1^2+P2^2) #Ln=abs(P1)+abs(P2) #Ln=max(abs(P1),abs(P2)) } optim(c(0,0),Ln) #(c) J=function(b){ R=rank(Y-x1*b[1]-x2*b[2]) J=sum((Y-(x1-mean(x1))*b[1]-(x2-mean(x2))*b[2])*R) } optim(c(0,0),J) #rrs.test(x1,x2,Y) # H0: beta2=0 a=rq(Y~x1, tau=-1) R1=ranks(a)$ranks X=cbind(rep(1,n),x1) X2hat=X%*%solve(t(X)%*%X)%*%t(X)%*%x2 Q2=sum((x2-X2hat)^2)/n T1=sum((x2-X2hat)*R1)/sqrt(n)/sqrt(Q2)*sqrt(12) 2-2*pnorm(abs(T1)) # H0: beta1=0 a=rq(Y~x2, tau=-1) R2=ranks(a)$ranks X=cbind(rep(1,n),x2) X1hat=X%*%solve(t(X)%*%X)%*%t(X)%*%x1 Q2=sum((x1-X1hat)^2)/n T2=sum((x1-X1hat)*R2)/sqrt(n)/sqrt(Q2)*sqrt(12) 2-2*pnorm(T2) #aligned testy # H0: beta2=0 J=function(b){ R=rank(Y-(x1-mean(x1))*b) J=sum((Y-(x1-mean(x1))*b)*R) } beta1=optimize(J,c(0,10))$min e=Y-x1*beta1 R1=rank(e) Q=var(x2) T1=sum((x2-mean(x2))*R1/(n+1))/sqrt(n)/sqrt(Q)*sqrt(12) 2-2*pnorm(abs(T1)) # H0: beta1=0 J=function(b){ R=rank(Y-(x2-mean(x2))*b) J=sum((Y-(x2-mean(x2))*b)*R) } beta2=optimize(J,c(0,10))$min e=Y-x2*beta2 R2=rank(e) Q1=var(x1) T1=sum((x1-mean(x1))*R2/(n+1))/sqrt(n)/sqrt(Q1)*sqrt(12) 2-2*pnorm(abs(T1)) ##############################################