bsm.fit {msos} | R Documentation |
Helper function to determine
estimates for MLE regression with
patterning.
Description
Generates estimates for MLE using a conditioning approach with
patterning support.
Usage
bsm.fit(x, y, z, pattern)
Arguments
x |
An |
y |
The |
z |
A |
pattern |
An optional |
Value
A list with the following components:
- Beta
The least-squares estimate of
.
- SE
The
matrix with the
th element being the standard error of
.
- T
The
matrix with the
th element being the t-statistic based on
.
- Covbeta
The estimated covariance matrix of the
's.
- df
A
-dimensional vector of the degrees of freedom for the
-statistics, where the
th component contains the degrees of freedom for the
th column of
.
- Sigmaz
The
matrix
.
- Cx
The
residual sum of squares and crossproducts matrix.
See Also
bothsidesmodel.mle
and bsm.simple
Examples
# NA