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rsem (version 0.5.1)

rsem.weight: Calculate weight for each subject

Description

Calculate weight for each subject in estimating the mean and covariance matrix.

Usage

rsem.weight(x, varphi, mu0, sig0)

Value

w1

Weight for robust mean estimates

w2

Weight for robust covariance estimates

Arguments

x

Data

varphi

Downweight rate.

mu0

Robust mean

sig0

Robust covariance matrix.

Author

Zhiyong Zhang and Ke-Hai Yuan

References

Yuan, K.-H., & Zhang, Z. (2012). Robust Structural Equation Modeling with Missing Data and Auxiliary Variables. Psychometrika, 77(4), 803-826.