Sigma.hat: Compute the variance-covariance matrix of the moment...

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Compute the variance-covariance matrix of the moment functions.

Description

This function comptutes the empricical variance-covariance matrix of the moment functions.

Usage

Sigma.hat(data, beta, t, hp, m.avg = NULL, mi.mat = NULL)

Arguments

data	Data frame.
beta	Coefficient vector.
t	Time point of interest.
hp	List of hyperparameters.
m.avg	A precomputed vector of the sample average of the moment functions. If not supplied, this vector is computed. Default is m.avg = NULL.
mi.mat	A precomputed matrix of moment function evaluations at each observation. If supplied, some computations can be skipped. Default is mi.mat = NULL.

depCensoring documentation built on April 4, 2025, 1:52 a.m.