Displaying 1 result from an estimated 1 matches for "beta_egls".
2010 Mar 27
1
R runs in a usual way, but simulations are not performed
...col(z)) { for(j in 1:ncol(z)) A1A2 = A1A2 +
a1a2ij(i,j,estimated_alpha) }
A1 = A1A2[1]
A2 = A1A2[2]
FI <- fi(sigma_ADD(estimated_alpha))
p <- ncol(x)
EF <- 1 + 1 / p * A2
DF <- 1 / p^2 * (A1 + 6 * A2 + 2 * p)
m <- 4 + (p + 2) / (p * DF / (2 * EF^2) - 1)
lam <- m / (EF * (m - 2))
beta_egls <-
crossprod(FI,crossprod(x,crossprod(solve(sigma_ADD(estimated_alpha)),y)))
beta_covmat_old <- FI + 2*crossprod(FI,crossprod(INNER,FI))
dif = beta_egls - beta_tested
F.kr = as.numeric(lam / p *
crossprod(dif,crossprod(solve(beta_covmat_old),dif)))
p.v <- pf(F.kr, df1 = p, df2 = m, lower...