conditional_truncated_variance: Conditional truncated variance

Description Usage Arguments

View source: R/nuisance_quantities.R

Description

Estimate the variance of y given x and given y <= 0. If approach is:

  1. ind - Variance of all y where y <= 0.

  2. scl_N or scl_sp - Assumes a location-scale model: y = x'b + (x'g)e. First, it estimates b and g using PMLE. Then, it computes the conditional truncated variance by integrating the truncated density of y.

Usage

1

Arguments

y

Vector of dependent data

x

Matrix of covariates including the intercept

approach

ind, scl_N or scl_sp


esreg documentation built on Nov. 16, 2019, 1:07 a.m.