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Calculate weight for each subject in estimating the mean and covariance matrix.
rsem.weight(x, varphi, mu0, sig0)
Weight for robust mean estimates
Weight for robust covariance estimates
Data
Downweight rate.
Robust mean
Robust covariance matrix.
Zhiyong Zhang and Ke-Hai Yuan
Yuan, K.-H., & Zhang, Z. (2012). Robust Structural Equation Modeling with Missing Data and Auxiliary Variables. Psychometrika, 77(4), 803-826.