betaTildeInt: Bias Correct OLS model with interaction term

In georgieevans/PrivacyUnbiased: Unbiased Estimates from Privacy Protected Data

Description

This function takes OLS coefficients from a moel including an interaction term as inputs and bias corrects according to the noise matrix, S.

Usage

betaTildeInt(coef, S, X, N, int1, int2)

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
int1	Column index of first interaction variable in X
int2	Column index of second interaction variable 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.