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geess (version 1.0.0)

sqrtmat: Square root of nonsymmetric matrix

Description

sqrtmat is used to calculate the square root of \(E_i - H_{ii}\), which is an adjustment factor in Kauermann and Carroll-type method.

Usage

sqrtmat(M)

Value

The square root of M

Arguments

M

Square matrix whose square root is to be computed.

References

Kauermann, G. and Carroll, R. J. (2001). A note on the efficiency of sandwich covariance matrix estimation. Journal of the American Statistical Association, 96, 1387–1396, tools:::Rd_expr_doi("10.1198/016214501753382309").