fsst.weight.matrix: Computes the weighting matrix in the 'fsst' procedure

In conroylau/lpinfer: An R Package for Inference in Linear Programs

Computes the weighting matrix in the fsst procedure

Description

This function returns the weighting matrix in the fsst procedure.

Usage

fsst.weight.matrix(weight.matrix, beta.obs.hat, beta.sigma)

Arguments

weight.matrix	The option used in the weighting matrix. There are three options available: identity — identity matrix diag — the diagonal matrix that takes the diagonal elements of the inverse of the variance matrix avar — inverse of the variance matrix
beta.obs.hat	The sample estimator \widehat{\bm{\beta}}_{\mathrm{obs}, n} based on the given information in lpmodel (and data if applicable).
beta.sigma	The variance estimator of \bm{\beta}_{\rm obs}.

Value

The weighting matrix is returned.

weight.max

The weighting matrix.

conroylau/lpinfer documentation built on Oct. 25, 2024, 4 a.m.