xweights: Robustness Weights
In epmrob: Robust Estimation of Probit Models with Endogeneity
xweights R Documentation
Robustness Weights
Description
Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance.
Usage
xweights(X, weight, clevel1)
Arguments
X
matrix of explanatory variables.
weight
method used to calculated the weighting.
clevel1
the critical level used for calculating the Mahalanobis distance.
Value
Vector of weights.
Author(s)
Mikhail Zhelonkin, Andre Bik, Andrea Naghi
See Also
cov.rob
epmrob documentation built on July 9, 2023, 6:19 p.m.
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| xweights | R Documentation |
Robustness Weights
Description
Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance.
Usage
xweights(X, weight, clevel1)
Arguments
X |
matrix of explanatory variables. |
weight |
method used to calculated the weighting. |
clevel1 |
the critical level used for calculating the Mahalanobis distance. |
Value
Vector of weights.
Author(s)
Mikhail Zhelonkin, Andre Bik, Andrea Naghi
See Also
cov.rob
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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