construct_variance {plmmr}R Documentation

a function to create the estimated variance matrix from a PLMM fit

Description

a function to create the estimated variance matrix from a PLMM fit

Usage

construct_variance(fit, K = NULL, eta = NULL)

Arguments

fit

An object returned by plmm()

K

An optional matrix

eta

An optional numeric value between 0 and 1; if fit is not supplied, then this option must be specified.

Value

Sigma_hat, a matrix representing the estimated variance


[Package plmmr version 4.1.0 Index]