regH

It applies one of two regularisations on the information matrix if desired. 
These are based on the Cholesky and eigen decompositions.

Routines for fitting various joint (and univariate) regression models, with several types of covariate effects, in the presence of equations' errors association, endogeneity, non-random sample selection or partial observability.

Giampiero Marra

GJRM

Generalised Joint Regression Modelling

regH function

Maintainer: Giampiero Marra <a href="/link/giampiero.marra%40ucl.ac.uk?package=GJRM&version=0.2-6.4" data-mini-rdoc="GJRM::giampiero.marra@ucl.ac.uk">giampiero.marra@ucl.ac.uk</a>

Author

Internal Function — regH

Maintainer: Giampiero Marra <a href='mailto:giampiero.marra@ucl.ac.uk'>giampiero.marra@ucl.ac.uk</a>

regH: Internal Function

Description

Arguments

Author