compute_sigma: Compute empirical sandwich covariate estimator
In geex: An API for M-Estimation
compute_sigma R Documentation
Compute empirical sandwich covariate estimator
Description
Computes Σ = A^{-1} B (A^{-1})^T with
provided A and B matrices.
Usage
compute_sigma(A, B, solver = solve)
Arguments
A
a matrix, generally the .A slot in a
sandwich_components object created in
estimate_sandwich_matrices
B
a matrix, generally the .B slot in a
sandwich_components object created in
estimate_sandwich_matrices
solver
the function used to compute the inverse of A, Defaults
to solve
Value
the matrix Ainv %*% B %*% t(Ainv)
Examples
A <- diag(2, nrow = 2, ncol = 2)
B <- matrix(4, nrow = 2, ncol = 2)
compute_sigma(A = A, B = B)
geex documentation built on Aug. 8, 2022, 5:05 p.m.
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| compute_sigma | R Documentation |
Compute empirical sandwich covariate estimator
Description
Computes Σ = A^{-1} B (A^{-1})^T with provided A and B matrices.
Usage
compute_sigma(A, B, solver = solve)
Arguments
A |
a matrix, generally the |
B |
a matrix, generally the |
solver |
the function used to compute the inverse of |
Value
the matrix Ainv %*% B %*% t(Ainv)
Examples
A <- diag(2, nrow = 2, ncol = 2) B <- matrix(4, nrow = 2, ncol = 2) compute_sigma(A = A, B = B)
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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