vcov_global_loading {GCCfactor}R Documentation

Get the covariance estimates for the global factor loadings

Description

This function generates the covariance estimates for the global factor loadings for the j-th individual in block i.

Usage

vcov_global_loading(object, i, j)

Arguments

object

An S3 object of class 'multi_result' created by [multilevel()].

i

An integer indicating the i-th block.

j

An integer indicating the j-th individual in the i-th block.

Value

An r_{0} \times r_{0} covariance matrix.

Examples


panel <- UKhouse # load the data
est_multi <- multilevel(panel, ic = "BIC3", standarise = TRUE, r_max = 5,
                           depvar_header = "dlPrice", i_header = "Region",
                           j_header = "LPA_Type", t_header = "Date")
vcov_gamma_11 <- vcov_global_loading(est_multi, i = 1, j = 1)

[Package GCCfactor version 1.1.0 Index]