 Usage:  {mux,hatbeta,beta0,hatsigmae,hatsigmax)=eivvec1(w,y,sigue,siguu)  

 

 Input:



  w                      n x p matrix, the design variables 

                         

  y                      n x 1 matrix, the response 

                         

  sigue                  p x 1 matrix, the vector of covariances between 

                         u and e 

                         

  siguu                  p x p matrix, the covariance matrix of U 

                         

 Output:



  mux                    scalar, the mean value of x 

                         

  hatbeta1               vector, the estimate 

                         

  hatbeta0               scalar, the estimate 

                         

  hatsigmax              p x p matrix, the estimate of the covariance matrix of x 

                         

  hatsigmae              scalar, the estimate of the variance of error e 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

