D2Q_Obs_Fisher_bet {bbreg}

D2Q_Obs_Fisher_bet

Description

Auxiliary function to compute the observed Fisher information matrix for the beta regression.

Usage

D2Q_Obs_Fisher_bet(theta, z, x, v, link.mean, link.precision)

Arguments

theta

vector of parameters (all coefficients: kappa and lambda).

z

response vector with 0 < z_i < 1.

x

matrix containing the covariates for the mean submodel. Each column is a different covariate.

v

matrix containing the covariates for the precision submodel. Each column is a different covariate.

link.mean

a string containing the link function for the mean. The possible link functions for the mean are "logit","probit", "cauchit", "cloglog".

link.precision

a string containing the link function the precision parameter. The possible link functions for the precision parameter are "identity", "log", "sqrt", "inverse".

Value

Hessian of the Q-function.