cov_robust: Calculate a robust covariance matrix
In JanMarvin/nlsur: Estimating Nonlinear Least Squares for Equation Systems
cov_robust R Documentation
Calculate a robust covariance matrix
Description
As discussed in Wooldridge (2002, 160)
Usage
cov_robust(x, u, qS, w, sizetheta)
Arguments
x
matrix of derivatives
u
u
qS
weighting matrix
w
vector of weights
sizetheta
sizetheta
JanMarvin/nlsur documentation built on June 24, 2024, 2:58 a.m.
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| cov_robust | R Documentation |
Calculate a robust covariance matrix
Description
As discussed in Wooldridge (2002, 160)
Usage
cov_robust(x, u, qS, w, sizetheta)
Arguments
x |
matrix of derivatives |
u |
u |
qS |
weighting matrix |
w |
vector of weights |
sizetheta |
sizetheta |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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