Hubert/White sandwich vcov implementation for updating linear
model (Miller AS274 QR factorization) as implemented
in package biglm
1 | sandwich_rcov_biglm(np, D, rbar, R, betas, ok)
|
np |
number of parameters in model |
D |
diagonals of cross products matrix for sandwich estimator |
rbar |
the off diagonal portion of the R matrix for sandwich estimator |
R |
cov matrix for model |
betas |
model coefficients |
ok |
boolean indicator of linear independence among coefficients |
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