vcov_local_factor {GCCfactor} | R Documentation |
Get the covariance estimates for the local factors
Description
This function generates the covariance estimates
for the local factors in block i
at time t
.
Usage
vcov_local_factor(object, i, t)
Arguments
object |
An S3 object of class 'multi_result' created by multilevel(). |
i |
An integer indicating the |
t |
An integer specifying the time point. |
Value
An r_{i} \times r_{i}
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_local_factor_11 <- vcov_local_factor(est_multi, i = 1, t = 1)
[Package GCCfactor version 1.1.0 Index]