Description Usage Arguments Value Examples
Estimate parameters in a SURE model.
1 |
y |
a n by p matrix, whose columns are dependent variables. |
x |
a n by m matrix, whose columns are predictor variables to select from. |
v |
a list; v[[j]] indicates which x's in the model for y[,j]. |
sigma |
initial residual variance-covarance matrix (if given). |
iter |
maximum number of iterations in a numerical process to estimate model parameters. |
tol |
convergence tolerance. |
a list with the following components:
loglik |
log-likelihood of the model |
b |
estimates of model coefficients |
sigma |
estimated residual variance-covariance |
fitted.values |
fitted mean values |
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