Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system
See Marazzi A. (1993), p.150
kiascv(xt, k = np, mdx = nrow(xt), fu = .dFvGet()$fu1, fb = .dFvGet()$fb1)
xt |
See reference |
k |
See reference |
mdx |
See reference |
fu |
See reference |
fb |
See reference |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.150
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