sandwich_rcov_biglm: Hubert/White sandwich vcov implementation for updating linear...
In blakeboswell/yotta: Out-of-memory and memory efficient Linear Model fitting with support for Inference
Description
Hubert/White sandwich vcov implementation for updating linear
model (Miller AS274 QR factorization) as implemented
in package biglm
Usage
1
sandwich_rcov_biglm(np, D, rbar, R, betas, ok)
Arguments
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
blakeboswell/yotta documentation built on May 30, 2019, 11:43 a.m.
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Description
Hubert/White sandwich vcov implementation for updating linear
model (Miller AS274 QR factorization) as implemented
in package biglm
Usage
1 | sandwich_rcov_biglm(np, D, rbar, R, betas, ok)
|
Arguments
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 |
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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