pval_pu: Obtain an asymptotic variance matrix of theta, standard...

Description Usage Arguments Value

View source: R/pval_pu.R

Description

Obtain an asymptotic variance matrix of theta, standard errors, zvalues, and pvalues

Usage

1
pval_pu(X, z, theta, py1, weights = rep(1, nrow(X)), effective_n_prop = 1)

Arguments

X

an n by p matrix

z

an n by 1 vector

theta

a p+1 by 1 vector

py1

a numeric value

weights

an n by 1 vector

effective_n_prop

a numeric value

Value

a list (I = expected Fisher matrix, invI = inverse of I, se = sqrt(diag(invI)), zvalue, pvalue)


RomeroLab/pudms documentation built on Jan. 2, 2021, 5:10 a.m.