ustat_var.ustat_samp_covar.vcv_samp_covar_XXXX

ustat_var.ustat_samp_covar.vcv_samp_covar_XXXX(Xtmp, w=None)

Estimates the sampling \(Var(Var(a^X))\). Equivalent to calling ustat_samp_covar(X,X,X,X), except faster due to fewer required underlying function calls.

Parameters:

• Xtmp (array) – J-by-\(\operatorname{max}(T_j)\) array containing data/residuals for outcome A

• w (array) – Row-wise/teacher-level weights (optional). If included, must have the same number of elements as rows of A and must be 1-dimensional (e.g. one weight per teacher/row).

Returns:

a float representing the sampling variance \(Var(Var(a^X))\)

Return type:

float