FixVarianceCovarianceMatrix: FixVarianceCovarianceMatrix

In Displayr/flipRegression: Estimates standard regression models

FixVarianceCovarianceMatrix

Description

Makes some adjustments to permit a covariance-marix to be inverted, if required.

Usage

FixVarianceCovarianceMatrix(x, min.eigenvalue = 1e-12)

Arguments

x	A variance-covariance matrix of parameter estimates.
min.eigenvalue	Minimm acceptable eigenvalue.

Details

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 min.eigenvalue, which defaults to 1e-12. If there are, an attempt is made to guess the offending variances, and they are multiplied by 1.01.

Displayr/flipRegression documentation built on March 2, 2024, 3:51 a.m.