sigmaSq: Estimates sigma^2 from regression

In georgieevans/PrivacyUnbiased: Unbiased Estimates from Privacy Protected Data

Description

This function takes OLS coefficients and a Y vector to estimate σ^2 for the model.

Usage

sigmaSq(Y, bias_correct, S, X)

Arguments

Y	Dependent variable from OLS model
S	Matrix of error terms. Dimensions must be length(coef) x length(coef)
X	Design matrix that produced OLS coefficients
bias_corrrect	Bias corrected OLS coefficients

Value

Estimate of σ^2

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