theta_wrt_vechsigmacap: Jacobian Matrix of the Regression Parameters with Respect to...

In jeksterslab/strRegression: Structure of Regression

Description

Matrix of partial derivatives of unstandardized parameters with respect to the unique elements of the covariance matrix. Note that the parameter vector is ordered as

\boldsymbol{θ} = ≤ft\{ \boldsymbol{β}, σ^{2}, \mathrm{vech} ≤ft( \boldsymbol{Σ}_{\mathbf{X}, \mathbf{X}} \right) \right\}

and the covariance matrix \boldsymbol{Σ} is ordered as

≤ft\{ y, x_1, …, x_p \right\}^{\prime}

.

Usage

theta_wrt_vechsigmacap(x)

Arguments

x	Numeric vector. Half-vectorization of the covariance matrix \boldsymbol{Σ} of ≤ft\{y, x_1, …, x_p \right\}^{\prime}.

Value

A matrix.

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(), sigmasq(), sigmaysq(), theta_helper(), theta_of_moments(), theta_of_sigmacap(), theta_of_vechsigmacap(), thetastar_helper(), thetastar_of_sigmacap(), thetastar_of_vechsigmacap(), thetastar(), theta()

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