ustat_var.ustat_samp_covar.vcv_samp_covar_XYXY

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

Estimates sampling \(Var(Cov(a^X, a^Y))\). Equivalent to calling ustat_samp_covar(X,Y,X,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 and C, and must be 1-dimensional (e.g. one weight per teacher/row).

Returns:

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

Return type:

float