Description Usage Arguments Author(s) References Examples
Computes a sandwich type estimator for standard errors as descibed in Section 8.6.4 of Kloke and McKean (2014).
1 | varcov3(eitbg, scores, v12inv, Dmat, p, delta, hparm)
|
eitbg |
|
scores |
|
v12inv |
|
Dmat |
|
p |
|
delta |
|
hparm |
Joseph W. McKean
Kloke and McKean (2014), Nonparametrics Using R, Boca Raton: Chapman-Hall.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (eitbg, scores, v12inv, Dmat, p, delta, hparm)
{
n <- length(eitbg)
u <- (1:n)/(n + 1)
sc <- getScores(scores, u)
tauhat <- gettauF0(eitbg, p, scores, delta, hparm)
veeinv <- v12inv %*% v12inv
part1 <- t(Dmat) %*% veeinv %*% Dmat
varcov3 <- (tauhat^2) * solve(part1)
return(varcov3)
}
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.