sandwich(sandwich)
sandwich()所属R语言包:sandwich
Making Sandwiches with Bread and Meat
面包和肉三文治
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Constructing sandwich covariance matrix estimators by multiplying bread and meat matrices.
构建夹心协方差矩阵估计,乘以面包和肉矩阵。
用法----------Usage----------
sandwich(x, bread. = bread, meat. = meat, ...)
参数----------Arguments----------
参数:x
a fitted model object.
拟合模型对象。
参数:bread.
either a bread matrix or a function for computing this via bread.(x).
面包矩阵或计算通过bread.(x)的功能。
参数:meat.
either a bread matrix or a function for computing this via meat.(x, ...).
面包矩阵或计算通过meat.(x, ...)的功能。
参数:...
arguments passed to the meat function.
参数传递给meat功能。
Details
详细信息----------Details----------
sandwich is a simple convenience function that takes a bread matrix (i.e., estimator of the expectation of the negative derivative of the estimating functions) and a meat matrix (i.e., estimator of the variance of the estimating functions) and multiplies them to a sandwich with meat between two slices of bread. By default bread and meat are called.
sandwich是一个简单方便的功能,需要一个面包矩阵(即估计的负导数的估计函数的期望)和肉矩阵(即,估计量的方差的估计函数),并乘以一个三明治,肉两片面包之间。默认情况下bread和meat被称为。
Some theoretical background along with implementation details is given in Zeileis (2006).
实现细节的一些理论背景在Zeileis(2006年)。
值----------Value----------
A matrix containing the sandwich covariance matrix estimate. Typically, this should be an k x k matrix corresponding
夹心协方差矩阵估计的矩阵。通常情况下,这应该是一个k x k矩阵对应的
参考文献----------References----------
Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.
参见----------See Also----------
bread, meat, meatHC, meatHAC
bread,meat,meatHC,meatHAC
实例----------Examples----------
x <- sin(1:10)
y <- rnorm(10)
fm <- lm(y ~ x)
sandwich(fm)
vcovHC(fm, type = "HC")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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