get.xi: Updates the estimates of the connection signs by running mini OLS models.
Description
Updates connection signs \(\hat{\xi}\).
Usage
get.xi(Bx,By,beta,xi,M)
Arguments
Bx
Bx element
By
By element
beta
\(\hat{\beta}\) estimated value
xi
\(\hat{\xi}\) matrix estimated at the previous step
M
penalty matrix
Value
xi
\(\hat{\xi}\) matrix
References
Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>