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lava (version 1.9.3)

var_ic: Variance based on influence function

Description

Computes the empirical variance of the influence function, providing a sandwich-type variance estimator.

Usage

var_ic(x, ...)

Value

Covariance matrix (p x p).

Arguments

x

Influence function matrix (observations x parameters), typically obtained from IC.

...

Additional arguments (currently not used)