POPInf (version 1.0.0)

Sigma_cal: Variance-covariance matrix of the estimation equation

Description

Sigma_cal function for variance-covariance matrix of the estimation equation

Usage

Sigma_cal(
  X_lab,
  X_unlab,
  Y_lab,
  Yhat_lab,
  Yhat_unlab,
  w,
  theta,
  quant = NA,
  A_lab_inv,
  A_unlab_inv,
  method
)

Value

variance-covariance matrix of the estimation equation

Arguments

X_lab

Array or DataFrame containing observed covariates in labeled data.

X_unlab

Array or DataFrame containing observed or predicted covariates in unlabeled data.

Y_lab

Array or DataFrame of observed outcomes in labeled data.

Yhat_lab

Array or DataFrame of predicted outcomes in labeled data.

Yhat_unlab

Array or DataFrame of predicted outcomes in unlabeled data.

w

weights vector POP-Inf linear regression (d-dimensional, where d equals the number of covariates).

theta

parameter theta

quant

quantile for quantile estimation

A_lab_inv

Inverse of matrix A using labeled data

A_unlab_inv

Inverse of matrix A using unlabeled data

method

indicates the method to be used for M-estimation. Options include "mean", "quantile", "ols", "logistic", and "poisson".