make.cov: Helper function to make covariance matrix

In jackiemauro/hurdleIV:

Description

Specify elements of the covariance matrix and it organizes them for you

Usage

make.cov(rho, tau0, tau1, y_sd, endog_sd)

Arguments

rho	covariance between second stage regressions
tau0	covariance between second stage probit and first stage regression
tau1	covariance between second stage linear and first stage regression
y_sd	second stage linear regression standard deviation
endog_sd	first stage linear regression standard deviation

Value

returns a covariancne matrix

jackiemauro/hurdleIV documentation built on May 18, 2019, 7:56 a.m.