sem_sigma_matrix {bdsm} | R Documentation |
Covariance matrix for SEM representation
Description
Create covariance matrix for Simultaneous Equations Model (SEM) representation. Only the part necessary to compute concentrated likelihood function is computed (cf. Appendix in the Moral-Benito paper)
Usage
sem_sigma_matrix(err_var, dep_vars, phis = c(), psis = c())
Arguments
err_var |
numeric |
dep_vars |
numeric vector |
phis |
numeric vector |
psis |
numeric vector |
Value
List with two matrices Sigma11 and Sigma12
Examples
err_var <- 1
dep_vars <- c(2, 2, 2, 2)
phis <- c(10, 10, 20, 20, 30, 30)
psis <- c(101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112)
sem_sigma_matrix(err_var, dep_vars, phis, psis)
[Package bdsm version 0.2.1 Index]