fitWLS: Weighted Least Squares

Description Usage Arguments Value

Description

Fits the following weighted least squares model: y_{i}=x_{i}'β+ε_{i}. Here, the subject-specific residual is normally distributed with mean zero and variance σ^{2}/w_{i}. w_{i} is a known, subject-specific weight, and σ is a common scale parameter.

Usage

1
fitWLS(y, X, w)

Arguments

y

Response vector.

X

Design matrix.

w

Weight vector.

Value

List containing the following:

Beta

Regression coefficient.

V

Outcome variance.

Ibb

Information matrix for beta.

Resid

Outcome residuals.


zrmacc/BinReg documentation built on May 9, 2019, 8:08 a.m.