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robeth (version 2.6)

kiascv: Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system

Description

See Marazzi A. (1993), p.150

Usage

kiascv(xt, k = np, mdx = nrow(xt), fu = .dFvGet()$fu1, fb = .dFvGet()$fb1)

Arguments

xt
See reference
k
See reference
mdx
See reference
fu
See reference
fb
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.150