draw_sigma_jeffreys {ivdoctr}

Draws covariance matrix using the Jeffrey's Prior

Description

Draws covariance matrix using the Jeffrey's Prior

Usage

draw_sigma_jeffreys(y, Tobs, z, k, n_draws)

Arguments

y

Vector of dependent variable

Tobs

Matrix containing data for the preferred regressor

z

Matrix containing data for the instrumental variable

k

Number of covariates, including the intercept

n_draws

Integer number of draws to perform

Value

Array of covariance matrix draws