h_var_adj | R Documentation |
Obtains the Kenward-Roger adjusted covariance matrix for the
coefficient estimates.
Used in mmrm()
fitting if method is "Kenward-Roger" or "Kenward-Roger-Linear".
h_var_adj(v, w, p, q, r, linear = FALSE)
v |
( |
w |
( |
p |
( |
q |
( |
r |
( |
linear |
( |
The matrix of adjusted covariance matrix.
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