sqrtmat {geessbin} | R Documentation |
sqrtmat
is used to calculate the square root of E_i - H_{ii}
,
which is an adjustment factor in Kauermann and Carroll-type method.
sqrtmat(M)
M |
Square matrix whose square root is to be computed. |
The square root of M
Kauermann, G. and Carroll, R. J. (2001). A note on the efficiency of sandwich covariance matrix estimation. Journal of the American Statistical Association, 96, 1387–1396, doi:10.1198/016214501753382309.