Compute covariance of Beta for a Generalized Least Squares (GLS
) Model
GLS
) ModelvarBetafun_gls(varpar, gls_obj)
varpar
: variance parameters.gls_obj
: a gls
object.covariance of Beta, a numerical scalar.
This code is adapted from code in get_covbeta
internal function of pbkrtest
package.
Useful links