Description Usage Arguments Value Author(s) References See Also
This method implements the method of empirical variances as described in Gagnon-Bartsch, Jacob, and Speed (2013).  This function is normally called from the function variance_adjust, and is not normally intended for stand-alone use.
1 2  | get_empirical_variances(sigma2, betahat, bin = 10,
                        rescaleconst = NULL)
 | 
sigma2 | 
 Estimates of sigma^2  | 
betahat | 
 Estimates of beta  | 
bin | 
 The bin size  | 
rescaleconst | 
 The expected value of the average of the smallest   | 
A vector of the empirical variances.
Johann Gagnon-Bartsch
Removing Unwanted Variation from High Dimensional Data with Negative Controls. Gagnon-Bartsch, Jacob, and Speed, 2013. Available at: http://statistics.berkeley.edu/tech-reports/820.
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