Makes some adjustments to permit a covariance-marix to be inverted, if required.
FixVarianceCovarianceMatrix(x, min.eigenvalue = 1e-12)
A variance-covariance matrix of parameter estimates.
Minimm acceptable eigenvalue.
Sandwich and sandwich-like standard errors can result uninvertable
covariance matrices (e.g., if a parameter represents a sub-group, and the sub-group has no
residual variance). This function checks to see if there are any eigenvalues less than
which defaults to 1e-12. If there are, an attempt is made to guess the offending variances, and they are multiplied by 1.01.
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