draw_sigma_jeffreys: Draws covariance matrix using the Jeffrey's Prior
Description
Draws covariance matrix using the Jeffrey's Prior
Usage
draw_sigma_jeffreys(y, Tobs, z, k, n_draws)
Arguments
y
Vector of dependent variable
Tobs
Matrix containing data for the preferred regressor
z
Matrix containing data for the instrumental variable
k
Number of covariates, including the intercept
n_draws
Integer number of draws to perform
Value
Array of covariance matrix draws