Calculate weight for each subject

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Description

Calculate weight for each subject in estimating the mean and covariance matrix.

Usage

1
rsem.weight(x, varphi, mu0, sig0)

Arguments

x

Data

varphi

Downweight rate.

mu0

Robust mean

sig0

Robust covariance matrix.

Value

w1

Weight for robust mean estimates

w2

Weight for robust covariance estimates

Author(s)

Zhiyong Zhang and Ke-Hai Yuan

References

Yuan, K.-H., & Zhang, Z. (2012). Robust Structural Equation Modeling with Missing Data and Auxiliary Variables. Psychometrika, 77(4), 803-826.