First-order correction of sampling covariance for 2S-PA estimates

Usage

vcov_corrected(tspa_fit, vfsLT, which_free = NULL, ...)

tspa_fit: A fitted model from tspa().
vfsLT: The sampling covariance matrix of fsL and fsT, which can be obtained with get_fs() with the argument vfsLT = TRUE.
which_free: An optional numeric vector indicating which parameters in fsL and fsT are free. The parameters are ordered by the fsL matrix and the lower-triangular part of fsT, by columns. For example, for a two-factor model, fsL and fsT are both 2 x 2 matrices, and the error covariance between the two factor scores (i.e., the [2, 1] element in fsT) has an index of 6.
...: Currently not used.

A corrected covariance matrix in the same dimension as vcov(tspa_fit).