h_var_adj {mmrm} | R Documentation |
Obtain the Adjusted Covariance Matrix
Description
Obtains the Kenward-Roger adjusted covariance matrix for the
coefficient estimates.
Used in mmrm()
fitting if method is "Kenward-Roger" or "Kenward-Roger-Linear".
Usage
h_var_adj(v, w, p, q, r, linear = FALSE)
Arguments
v |
( |
w |
( |
p |
( |
q |
( |
r |
( |
linear |
( |
Value
The matrix of adjusted covariance matrix.
[Package mmrm version 0.3.15 Index]