R: Compute process variance but with minor error in Jaech...
process.var.mle.jaech.err
R Documentation
Compute process variance but with minor error in Jaech Fortran code.
Description
This is an internal function to compute the process variance that replicates the minor
error in Jaech's Fortran code. This allows comparing merror estimates to those
shown in Jaech 1985.
Usage
process.var.mle.jaech.err(sigma2, s, beta.bars, N, n)
Arguments
sigma2
Estimated imprecisions for each method in an N vector.
s
Variance-covariance N x N matrix.
beta.bars
Estimates or hypothesized values for the N betas
N
No. of methods.
n
No. of items.
Details
See Jaech p. 186 equations 6.37 - 6.3.10.
Jaech p. 288 line 2330 has s[i,j] instead of s[j,j].
Jaech p. 288 line 2410 omits "- 1/d2".
Value
Estimated process variance but replicating minor error in Jaech's Fortran code.
Author(s)
Richard A. Bilonick
References
Jaech, J. L. (1985) Statistical Analysis of Measurement Errors. New York: Wiley.