varianceBoot: Bootstrap variance

In georgieevans/PrivacyUnbiased: Unbiased Estimates from Privacy Protected Data

Description

This function takes repeated samples from the data to estimate a bootstrap distribution of \tilde{β} and b.

Usage

varianceBoot(Y, X, S, nsims, N, int_vars, sq_vars, int1, int2, index_sq)

Arguments

Y	Dependent variable from OLS model
X	Design matrix that produced OLS coefficients
S	Matrix of error terms. Dimensions must be ncol(X) x ncol(X)
nsims	Number of times to draw from a MVN
int_vars	Vector of interaction variables
sq_vars	Vector of squared variables
int1	Column index of first interaction variable
int2	Column index of second interaction variable
index_sq	Column index of second interaction variable

Value

Bootstrap samples of b and \tilde{β}

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