rsem.weight: Calculate weight for each subject
Description
Calculate weight for each subject in estimating the mean and covariance matrix.Usage
rsem.weight(x, varphi, mu0, sig0)
Arguments
sig0
Robust covariance matrix.
Value
- w1Weight for robust mean estimates
- w2Weight for robust covariance estimates
References
Yuan, K.-H., & Zhang, Z. (2012). Robust Structural Equation Modeling with Missing Data and Auxiliary Variables. Psychometrika, 77(4), 803-826.