bdsm (version 0.1.1)

SEM_sigma_matrix: Covariance matrix for SEM representation

Description

Create covariance matrix for Simultaneous Equations Model (SEM) representation. Only the part necessary to compute concentrated likelihood function is computed (cf. Appendix in the Moral-Benito paper)

Usage

SEM_sigma_matrix(err_var, dep_vars, phis = c(), psis = c())

Value

List with two matrices Sigma11 and Sigma12

Arguments

err_var

numeric

dep_vars

numeric vector

phis

numeric vector

psis

numeric vector

Examples

err_var <- 1
dep_vars <- c(2, 2, 2, 2)
phis <- c(10, 10, 20, 20, 30, 30)
psis <- c(101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112)
SEM_sigma_matrix(err_var, dep_vars, phis, psis)