draw_sigma_jeffreys: Draws covariance matrix using the Jeffrey's Prior

In ivdoctr: Ensures Mutually Consistent Beliefs When Using IVs

Description

Draws covariance matrix using the Jeffrey's Prior

Usage

draw_sigma_jeffreys(y, Tobs, z, k, n_draws)

Arguments

y	Vector of dependent variable
Tobs	Matrix containing data for the preferred regressor
z	Matrix containing data for the instrumental variable
k	Number of covariates, including the intercept
n_draws	Integer number of draws to perform

Value

Array of covariance matrix draws

ivdoctr documentation built on Dec. 11, 2021, 9:32 a.m.