se_asymp: Generate the covariance matrix of estimators in unregularized...

In chenchi0526/SIsMiss:

Description

Generate the covariance matrix of estimators in unregularized regression.

Usage

se_asymp(y, z, u, gamma_tilde_hat, beta_hat, eta_est, z.sigma, A_est, B_est,
  G_est)

Arguments

y	Vector. The outcome variable
z	Vector. The shadow variable (fully observed).
u	Matrix. The covariate matrix u.
gamma_tilde_hat	Initial estimates of scaled γ.
beta_hat	Initial estimates of β.
z.sigma	The estimates for σ in model Z givenU.
A_est	Matrix. The estimates of A matrix obtained by AB_matrix.
B_est	Matrix. The estimates of B matrix obtained by AB_matrix.
G_est	Matrix. The estimates of G matrix obtained by G_matrix

Value

A vector. The standard error of estimators in unregularized regression.

chenchi0526/SIsMiss documentation built on Dec. 8, 2020, 2:35 a.m.