DQ2_Obs_Fisher_bes {bbreg}R Documentation

DQ2_Obs_Fisher_bes

Description

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

Usage

DQ2_Obs_Fisher_bes(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

matrix given by the conditional expectation of the gradient of the Q-function and its tranpose.


[Package bbreg version 2.0.1 Index]