obtainSigmas {panelSUR}

Compute errors' variance-covariance matrices

Description

This function aims to obtain the errors' variance-covariance matrices.

Usage

obtainSigmas(modelFrame=modelFrame,
             firstEstimate=firstEstimate,
             method=method)

Arguments

modelFrame

an object of the class prepareData,

firstEstimate

an object of the class preliminaryEstimate,

method

the estimation method to be used, one of "1wayWB", "2wayWB", or "2wayQUE".

Value

An object of class obtainSigmas, which is a list of the following elements:

Sigma_u

remainder error variance-covariance matrix,

Sigma_mu

individual error variance-covariance matrix,

Sigma_nu

time error variance-covariance matrix.