Hardthresholds the mother wavelet coefficients b1 and b2 interactively. The user is a threshold offered by sqrt(2 sigma n). To compute the threshold value only b1 and x is used.
sorts the right-censored data of n individuals to prepare it for hazard regression analysis. The observed data are n triples (t_i,delta_i,z_i): t_i denotes the observed survival time of the i-th individual, delta_i is the censoring indicator, z_i denotes the p-dimensional covariate vector associate
calculates the value of the test statistic, the degree of freedom, and the P-value for the likelihood ratio test, Wald's test and the score test for Cox's Proportional Hazards model.
2-step estimation of a regression equation in the presence of self-selection. Selection rule is of the probit type (hence, this is a Type 2 Tobit Model in chapter 10 of Amemiya's Advanced Econometrics).
Test procedure proposed by Hylleberg, Engle, Granger, Yoo (HEGY) for seasonal unit roots in quarterly time series. Deterministic components (constant, seasonal dummies and trend) can be included. The procedure renders a table with estimated coefficients and non-standard critical values given by HEG
hhmult calculates the H-H statistic to jointly test the specification of the link functions of a polychotomous response model (such as the conditional logit model or the multinomial logit model)
hhtest calculates the H-H statistic to test the specification of the link function of a generalized linear model (such as the logit or probit model), assuming the index is correctly specified.