GU_normalization_get_vcov {ddecompose}

Get covariance matrix for GU normalization

Description

This function adjusts the covariance matrix for the additional coefficients of the originally left-out reference levels of all factor variable.

Usage

GU_normalization_get_vcov(coef_names, Cov_beta)

Arguments

coef_names

list with coefficients of every factor variable that need to be adjusted

Cov_beta

estimated covariance matrix of the regression coefficients