G_estimate function

Estimate covariance of random components G(s1, s2)

Estimates the covariance matrix G for random intercepts that occurs at Step 3 of the FUI method. Applies when G_generate cannot provide an analytic solution.

G_estimate(
  data,
  L,
  out_index,
  data_cov,
  ztlist,
  designmat,
  betaHat,
  HHat,
  RE_table,
  non_neg = 1,
  MoM = 2,
  silent = TRUE
)

Arguments

• data: A data frame containing all variables in formula
• L: Number of columns of outcome variables
• out_index: Indices that contain the outcome variables
• data_cov: (unsure) A matrix of covariance of the data
• ztlist: A list of the design matrices corresponding to random effects
• designmat: Design matrix of the linear models
• betaHat: Estimated functional fixed effects
• HHat: (unsure)
• RE_table: (unsure) A data frame containing point estimates of random effects
• non_neg: (unsure)
• MoM: Controls method of moments estimator
• silent: Whether to print the step description during calculations. Defaults to TRUE.

Returns

An estimation of the G matrix

Details

A helper function for fui.