betaTilde: Bias Correct OLS

In georgieevans/PrivacyUnbiased: Unbiased Estimates from Privacy Protected Data

Description

This function takes OLS coefficients as inputs and bias corrects according to the noise matrix, S.

Usage

betaTilde(coef, S, X, N)

Arguments

coef	Vector of OLS coefficients
S	Matrix of error terms. Dimensions must be length(coef) x length(coef)
X	Design matrix that produced OLS coefficients
N	Number of rows in X

Value

Returns a list:

bias_correct	Vector of bias corrected coefficients
x_prime_x	X'X matrix to be used in variance estimationo

georgieevans/PrivacyUnbiased documentation built on May 22, 2021, 1:01 p.m.