swvcovHR: Huber-White Sandwich Estimator
In estsyawo/RpacSPD: Spatial Panel Data models
Description
Usage
Arguments
Value
View source: R/Functions_Cross_Dep.R
Description
A Sandwich Huber-White variance-covariance estimator.
Usage
1
swvcovHR(hessmat, estfmat)
Arguments
hessmat
the hessian matrix of dimension kxk evaluated at the converged parameter values
estfmat
empirical estimating function
Value
varcov a sandwich variance-covariance matrix
estsyawo/RpacSPD documentation built on Aug. 12, 2019, 5:22 a.m.
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.
Description Usage Arguments Value
View source: R/Functions_Cross_Dep.R
Description
A Sandwich Huber-White variance-covariance estimator.
Usage
1 | swvcovHR(hessmat, estfmat)
|
Arguments
hessmat |
the hessian matrix of dimension kxk evaluated at the converged parameter values |
estfmat |
empirical estimating function |
Value
varcov a sandwich variance-covariance matrix
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.