obtainSigmas: Compute errors' variance-covariance matrices

In panelSUR: Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data

Compute errors' variance-covariance matrices

Description

This function aims to obtain the errors' variance-covariance matrices.

Usage

obtainSigmas(modelFrame=modelFrame,
             firstEstimate=firstEstimate,
             method=method)

Arguments

modelFrame	an object of the class prepareData,
firstEstimate	an object of the class preliminaryEstimate,
method	the estimation method to be used, one of "1wayWB", "2wayWB", or "2wayQUE".

Value

An object of class obtainSigmas, which is a list of the following elements:

Sigma_u	remainder error variance-covariance matrix,
Sigma_mu	individual error variance-covariance matrix,
Sigma_nu	time error variance-covariance matrix.

panelSUR documentation built on May 29, 2024, 2:01 a.m.