I am shortly sending two csv files offline: a1_N_1_C.csv and a1_N_1_S.csv, both with the column headers:
Fold Frame DiSet SetTyp LenID (this is now a ?singleton? length) obsN Mean u (actually, mean(u/(1+u)) Mean e Auq (see below for definition of this column and the remaining columns AuqSE Aubu AubuSE Aube AubeSE AubAvcov RuqResVar RubResVar
With respect to these columns, please note that:
Auq is the average slope of the regression Ruq = c on (u?,u?^2), where u? = u/(1+u)
AuqSe is the SE for Auq
Aubu is the average slope of the u? coefficient of the regression Rub = c on (u?, e, u?*e) ... note that u? is now first and e is now second ... but as you?ve pointed out, everything is symmetrical so this switch from our original Rub = c on (e, u?, u?*e) is purely notational, i.e. either way, we?re interested in the average slope and SE that I?ve called Aube, AubeSE in the attached files (see below), and perhaps also the average slope and SE that I?ve called Aubu, AubuSE (see below).
AubuSe is the SE for Aubu
Aube is the average slope of the e coefficient of the regression Rub = c on (e, u?, u?*e)
AubuSe is the SE for Aube
AubAvcov is that potentially useful covariance for Rub, the one you defined as:
cov[Av1,Av2] = cov[a1,a2] + var[a3]*mean_x1*mean_x2 + cov[a1,a3]*mean_x1 + cov[a2,a3]*mean_x2, where 1= u?, 2 = e, and 3 = u?*e.
RuqResVar = variance of the residuals of Ruq
RubResVar = variance of the residuals of Rub.
If you want me to send the equivalent files for each pair of cells as they're computed, please let me know.
Also, as I progress thru the run, I will be computing the master file of N's you've asked for, although if I send you pairs of csv's for all pairs of cells, you'll have these N's readily available.