Empirical variability matrix

Compute an empirical version of the variability matrix used to estimate robust standard errors.

Usage

mt_emp_variability(object, id)

Source

Bonat, W. H. (2018). Multiple Response Variables Regression Models in R: The mcglm Package. Journal of Statistical Software, 84(4):1–30.

Arguments

object

an object or a list of objects representing a model of mglm4twin class.

id

Index indicating independent unit samples.

Value

Returns a matrix.

Author

Wagner Hugo Bonat, wbonat@ufpr.br