kiascv {robeth}R Documentation

Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system

Description

See Marazzi A. (1993), p.150

Usage

kiascv(xt, k = np, mdx = nrow(xt), fu = .dFvGet()$fu1, fb = .dFvGet()$fb1)

Arguments

xt

See reference

k

See reference

mdx

See reference

fu

See reference

fb

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.150


[Package robeth version 2.7-5 Index]