RM_theta_var_moment_est: Moment-Based Estimator of Latent Model Variance

In agfh: Agnostic Fay-Herriot Model for Small Area Statistics

Moment-Based Estimator of Latent Model Variance

Description

Simple moment-based estimator of the variance of the latent model.

Usage

  RM_theta_var_moment_est(X, Y, D)

Arguments

X	observed independent data to be analyzed
Y	observed dependent data to be analyzed
D	known precisions of response Y

Details

Simple moment-based estimator of the variance of the latent model.

Value

Returns a scalar estimate of variance.

Source

Marten Thompson [e-mail]

Examples

  X <- matrix(1:10, ncol=1)
  Y <- 2*X + rnorm(10, sd=1.1)
  D <- rep(1, 10)
  RM_theta_var_moment_est(X, Y, D)

agfh documentation built on July 9, 2023, 6:44 p.m.