View source: R/nuisance_quantities.R
conditional_truncated_variance | R Documentation |
Estimate the variance of y given x and given y <= 0. If approach is:
ind - Variance of all y where y <= 0.
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.
conditional_truncated_variance(y, x, approach)
y |
Vector of dependent data |
x |
Matrix of covariates including the intercept |
approach |
ind, scl_N or scl_sp |
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