construct_variance: a function to create the estimated variance matrix from a PLMM fit
Description
a function to create the estimated variance matrix from a PLMM fit
Usage
construct_variance(fit, K = NULL, eta = NULL)
Value
Sigma_hat, a matrix representing the estimated variance
Arguments
- fit
An object returned by plmm()
- K
An optional matrix
- eta
An optional numeric value between 0 and 1; if fit is not supplied, then this option must be specified.