Estimations for the Covariance of Estimated Parameters in Joint Mean-Covariance Models
Estimate the covariance of estimated parameters using a bootstrap base...
Estimate the covariance of estimated parameters using the explicit for...
Calculate the estimation of the covariance of estimated parameters in ...
Calculate the estimation of the covariance of estimated parameters in ...
Calculate the estimation of the covariance of estimated parameters in ...
varjmcm: Estimations for the Covariance of Estimated Parameters in Joi...
The goal of the package is to equip the 'jmcm' package (current version 0.2.1) with estimations of the covariance of estimated parameters. Two methods are provided. The first method is to use the inverse of estimated Fisher's information matrix, see M. Pourahmadi (2000) <doi:10.1093/biomet/87.2.425>, M. Maadooliat, M. Pourahmadi and J. Z. Huang (2013) <doi:10.1007/s11222-011-9284-6>, and W. Zhang, C. Leng, C. Tang (2015) <doi:10.1111/rssb.12065>. The second method is bootstrap based, see Liu, R.Y. (1988) <doi:10.1214/aos/1176351062> for reference.