Estimate regression coefficients via M-estimation

Estimate regression coefficients via M-estimation

Usage

estimate_beta(data_yXZ, model)

Arguments

data_yXZ

A data frame containing the variables in model. Must include the outcome y and covariates.

model

An object of class formula specifying the regression model for y in terms of covariates.

Value

A list with components

beta_est

A 1 x (p + 1) matrix of estimated regression coefficients and residual standard deviation (last element).

se_est

A 1 x p matrix of estimated standard errors for the regression coefficients.