[RsR] efficieny estimator

[Eka Kusumawati]

Dear to members,I want to ask syntax in R to investigate the efficiency of the OLS (ordinary least square) method in multivariate regression and robust multivariate regression. 
how to calculate efficiency of coefficient multivariate regression (intercept and slope) using R? if p-variate predictors p=4, q-variate response=4, sample size n=50 from multivariate standart Gaussian distributions N(0,I_p+q), m=1000 replications, gamma=0.25. and formula to finite-sample efficiency of the slope is 1/var(B_hat) where
and
please help me to make the syntax for OLS in multivariate regression...Thank you...


   
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