Sigma_cal function for variance-covariance matrix of the
estimation equation
Usage
Sigma_cal(
X_l,
X_u,
Y_l,
f_l,
f_u,
w,
theta,
quant = NA,
method = c("ols", "quantile", "mean", "logistic", "poisson")
)Arguments
- X_l
Array or data.frame containing observed covariates in labeled data.
- X_u
Array or data.frame containing observed or predicted covariates in unlabeled data.
- Y_l
Array or data.frame of observed outcomes in labeled data.
- f_l
Array or data.frame of predicted outcomes in labeled data.
- f_u
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".