rsem.Ascov: Sandwich-type covariance matrix

In rsem: Robust Structural Equation Modeling with Missing Data and Auxiliary Variables

Description

Returns the sandwich type covariance matrix. This function is not intended to use seperately from the rsem.emmusig function.

Usage

rsem.Ascov(xpattern, musig, varphi=.1)

Arguments

xpattern	Missing data pattern output from rsem.pattern.
musig	Robust mean and covariance matrix from rsem.emmusig
varphi	Proportion of data to be down-weighted. Default is 0.1.

Details

Data should be a matrix. To change a data frame to a matrix, using data.matrix(x).

Value

Abeta	A matrix
Bbeta	B matrix
Gamma	Sandwich type covariance matrix

Author(s)

Ke-Hai Yuan and Zhiyong Zhang

References

Ke-Hai Yuan and Zhiyong Zhang (2011) Robust Structural Equation Modeling with Missing Data and Auxiliary Variables

See Also

rsem.emmusig

Examples

#dset<-read.table('MardiaMV25.dat.txt', na.string='-99')  
#dset<-data.matrix(dset)                                  
#n<-dim(dset)[1]
#p<-dim(dset)[2]
#miss_pattern<-rsem.pattern(n,p,dset)
#misinfo<-miss_pattern$misinfo
#V_forana<-c(1,2,4,5)
#em_results<-rsem.emmusig(dset,misinfo)
#hmu1<-em_results$mu                           
#hsigma1<-em_results$sigma
#rsem.Ascov(x, hmu1, hsigma1)

rsem documentation built on May 2, 2019, 4:16 p.m.