ustat_var.ustat_samp_covar.vcv_samp_covar_XXYY

ustat_var.ustat_samp_covar.vcv_samp_covar_XXYY(Xtmp, Ytmp, w=None)

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

Parameters:

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

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

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

Returns:

a float representing the sampling covariance \(Cov(Var(a^X), Var(a^Y))\).

Return type:

float