| imxRobustSE {OpenMx} | R Documentation |
imxRobustSE
Description
This is an internal function exported for those people who know what they are doing.
Usage
imxRobustSE(model, details = FALSE, dependencyModels = character(0))
Arguments
model |
An OpenMx model object that has been run. |
details |
Logical. whether to return the full parameter covariance matrix. |
dependencyModels |
Passed to |
Details
This function computes robust standard errors via a sandwich estimator. The "bread" of the sandwich is the numerically computed inverse Hessian of the likelihood function. This is what is typically used for standard errors throughout OpenMx. The "meat" of the sandwich is proportional to the covariance matrix of the numerically computed row derivatives of the likelihood function (i.e. row gradients).
When details=FALSE, only the standard errors are returned.
When details=TRUE,
a list with five named elements is returned. Element SE is the
vector of standard errors that is also returned when details=FALSE.
Element cov is the full robust covariance matrix of the parameter
estimates; the square root of the diagonal of cov gives the
standard errors. Element bread is the aforementioned
"bread"–the naive (non-robust) covariance matrix of the parameter
estimates. Element meat is the aforementioned "meat," proportional
to the covariance matrix of the row gradients. Element TIC
is the model's Takeuchi Information Criterion, which is a generalization
of AIC calculated from the "bread," the "meat," and the loglikelihood
at the maximum-likelihood solution.
This function does not work correctly with multigroup models in which the groups themselves contain subgroups. This function also does not correctly handle multilevel data.