(Internal) Estimate components of the sandwich covariance matrix returned by vcov_tee()
Source: R/SandwichLayerVariance.R
sandwich_elements_calc.Rd(Internal) Estimate components of the sandwich covariance matrix
returned by vcov_tee()
Usage
.get_a22_inverse(x, ...)
.get_a11_inverse(x)
.get_a21(x)
.get_tilde_a22_inverse(x, ...)
.get_tilde_a21(x)Value
.get_a22_inverse()/.get_tilde_a22_inverse(): A
\(2\times 2\) matrix corresponding to an intercept and the treatment
variable in the direct adjustment model
.get_a11_inverse(): A \(p\times p\) matrix where \(p\) is
the dimension of the covariance adjustment model, including an intercept
.get_a21()/.get_tilde_a21(): A \(2\times p\) matrix
where the number of rows are given by the intercept and the treatment
variable in the direct adjustment model, and the number of columns are given
by the dimension of the covariance adjustment model
Details
.get_a22_inverse()/.get_tilde_a22_inverse(): \(A_{22}^{-1}\) is the "bread" of the
sandwich covariance matrix returned by vcov_tee() whether one has fit
a prior covariance adjustment model or not.
.get_a11_inverse(): \(A_{11}^{-1}\) is the "bread" of
the sandwich covariance matrix for the covariance adjustment model. This
matrix contributes to the meat matrix of the direct adjustment sandwich
covariance matrix.
.get_a21()/.get_tilde_a21(): \(A_{21}\) is the
gradient of the estimating equations for the direct adjustment model taken
with respect to the covariance adjustment model parameters. This matrix is
the crossproduct of the prediction gradient for the units of observation in
\(\mathcal{Q}\) and the model matrix of the direct adjustment model.