thetastar_of_sigmacap: Standardized Parameters Assuming Stochastic Regressors as a...

In jeksterslab/strRegression: Structure of Regression

Description

Standardized Parameters Assuming Stochastic Regressors as a Function of the Covariance Matrix

Usage

thetastar_of_sigmacap(x)

Arguments

x	Numeric matrix. Covariance matrix \boldsymbol{Σ} of \{y, x_1, \cdots, x_p \}^{\prime}.

Value

A numeric vector.

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

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