meat.heckmanGE {heckmanGE} | R Documentation |
meat.heckmanGE Compute Meat of the Covariance Matrix for the Generalized Heckman Model
Description
This function calculates the "meat" of the covariance matrix for a heckmanGE
model. The "meat" refers to the part of the covariance matrix that is not accounted for by the model's fixed components. This is typically used in conjunction with the "bread" component to form a robust covariance matrix estimator.
Usage
meat.heckmanGE(x, adjust = FALSE, ...)
Arguments
x |
An object of class |
adjust |
A logical value indicating whether to apply a small-sample correction to the covariance matrix. If |
... |
Additional arguments passed to |
Details
The function calculates the covariance matrix based on the estimating functions obtained from
estfun.heckmanGE
.The "meat" is calculated as the cross-product of the estimating functions, divided by the number of observations. If
adjust
isTRUE
, a small-sample correction is applied.
Value
A matrix representing the "meat" of the covariance matrix. The dimensions and row/column names of the matrix correspond to the number of parameters in the model.