GU_normalization_sum_vcov {ddecompose}

Sum covariance matrix for GU normalization

Description

This function adjusts the covariance matrix for the additional coefficient of the originally left-out reference level of a single factor variable.

Usage

GU_normalization_sum_vcov(coef_names, Cov_beta)

Arguments

coef_names

names of the dummy coefficients of a factor variable

Cov_beta

estimated covariance matrix of the regression coefficients