sigmasq: Error Variance

In jeksterslab/strRegression: Structure of Regression

Description

Error Variance

Usage

sigmasq(sigmaysq, beta, sigmacapx)

Arguments

sigmaysq	Numeric. Variance of the regressand variable σ_{y}^{2}.
beta	Numeric vector. Partial regression slopes \boldsymbol{β} = \{ β_1, \cdots, β_p \}^{\prime} .
sigmacapx	Numeric matrix. Covariance matrix of the regressor variables \boldsymbol{Σ}_{\mathrm{X}, \mathrm{X}} .

Value

A numeric vector of length 1.

Dependencies

• rmvn_chol() (test)

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Structure of Regression Functions: beta_of_sigmacap(), beta_of_vechsigmacap(), beta_wrt_vechsigmacap(), betastar_of_rhocap(), betastar_of_sigmacap(), betastar_of_theta(), betastar_of_vechsigmacap(), beta(), moments_helper(), mu_of_theta(), rsq_of_sigmacap(), rsq_of_theta(), rsq(), sigmacap_of_thetastar(), sigmacap_of_theta(), sigmasq_of_vechsigmacap(), sigmaysq(), theta_helper(), theta_of_moments(), theta_of_sigmacap(), theta_of_vechsigmacap(), theta_wrt_vechsigmacap(), thetastar_helper(), thetastar_of_sigmacap(), thetastar_of_vechsigmacap(), thetastar(), theta()

jeksterslab/strRegression documentation built on Dec. 20, 2021, 10:12 p.m.