sqrtmat is used to calculate the square root of \(E_i - H_{ii}\),
which is an adjustment factor in Kauermann and Carroll-type method.
sqrtmat(M)The square root of M
Square matrix whose square root is to be computed.
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").