RM_theta_var_moment_est {agfh} | R Documentation |
Moment-Based Estimator of Latent Model Variance
Description
Simple moment-based estimator of the variance of the latent model.
Usage
RM_theta_var_moment_est(X, Y, D)
Arguments
X |
observed independent data to be analyzed |
Y |
observed dependent data to be analyzed |
D |
known precisions of response |
Details
Simple moment-based estimator of the variance of the latent model.
Value
Returns a scalar estimate of variance.
Source
Marten Thompson thom7058@umn.edu
Examples
X <- matrix(1:10, ncol=1)
Y <- 2*X + rnorm(10, sd=1.1)
D <- rep(1, 10)
RM_theta_var_moment_est(X, Y, D)
[Package agfh version 0.2.1 Index]