| DQ2_Obs_Fisher_bet {bbreg} | R Documentation |
DQ2_Obs_Fisher_bet
Description
Auxiliary function to compute the observed Fisher information matrix for the beta regression.
Usage
DQ2_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
matrix given by the conditional expectation of the gradient of the Q-function and its tranpose.