Variance-covariance matrix of the estimation equation

Sigma_cal function for variance-covariance matrix of the estimation equation

Usage

Sigma_cal(
  X_lab,
  X_unlab,
  Y_lab,
  Yhat_lab,
  Yhat_unlab,
  w,
  theta,
  quant = NA,
  method
)

X_lab: Array or data.frame containing observed covariates in labeled data.
X_unlab: Array or data.frame containing observed or predicted covariates in unlabeled data.
Y_lab: Array or data.frame of observed outcomes in labeled data.
Yhat_lab: Array or data.frame of predicted outcomes in labeled data.
Yhat_unlab: Array or data.frame of predicted outcomes in unlabeled data.
w: weights vector PSPA linear regression (d-dimensional, where d equals the number of covariates).
theta: parameter theta
quant: quantile for quantile estimation
method: indicates the method to be used for M-estimation. Options include "mean", "quantile", "ols", "logistic", and "poisson".

variance-covariance matrix of the estimation equation