kiascv: Covariance matrix of the coefficient estimates of the form...

In robeth: R Functions for Robust Statistics

Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system

Description

See Marazzi A. (1993), p.150

Usage

kiascv(xt, k = np, mdx = nrow(xt), fu = .dFvGet()$fu1, fb = .dFvGet()$fb1)

Arguments

xt	See reference
k	See reference
mdx	See reference
fu	See reference
fb	See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.150

robeth documentation built on Aug. 22, 2023, 9:09 a.m.