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.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.