calculate_XB_estimated {RCTS}

Calculates (the estimated value of) the matrix X*beta_est.

Description

Calculates (the estimated value of) the matrix X*beta_est.

Usage

calculate_XB_estimated(X, beta_est, g, vars_est, method_estimate_beta, TT)

Arguments

X

X: NxTxp array containing the observable variables

beta_est

estimated values of beta

g

Vector with estimated group membership for all individuals

vars_est

number of variables that will be included in the algorithm and have their coefficient estimated. This is usually equal to the number of observable variables.

method_estimate_beta

defines how beta is estimated. Default case is an estimated beta for each individual. Default value is "individual." Possible values are "homogeneous", "group" or "individual".

TT

length of time series

Value

Returns a NxT matrix. If vars_est is set to 0, it returns NA.