G_estimate_randint function

Special case of estimating covariance of random components G(s1, s2)

Estimates the covariance matrix G for random intercepts that occurs at Step 3 of the FUI method. A helper function for fui.

G_estimate_randint(data, L, out_index, designmat, betaHat, 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
• designmat: Design matrix of the linear models
• betaHat: Estimated functional fixed effects
• silent: Whether to print the step description during calculations. Defaults to TRUE.

Returns

An estimation of the G matrix