calculate_sigma2 {RCTS}

Calculates sum of squared errors, divided by NT

Description

Calculates sum of squared errors, divided by NT

Usage

calculate_sigma2(e, NN = nrow(e), TT = ncol(e))

Arguments

e

matrix with error terms

NN

N

TT

T

Value

numeric

Examples

Y <- Y_dgp3
set.seed(1)
e <- matrix(rnorm(nrow(Y) * ncol(Y)), nrow = nrow(Y))
calculate_sigma2(e)