infmat_bes {bbreg}R Documentation

infmat_bes

Description

Function to compute standard errors based on the Fisher information matrix for the bessel regression. This function can also provide the Fisher's information matrix.

Usage

infmat_bes(theta, z, x, v, link.mean, link.precision, information = FALSE)

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".

information

optionally, a logical parameter indicating whether the Fisher's information matrix should be returned

Value

Vector of standard errors or Fisher's information matrix if the parameter 'information' is set to TRUE.


[Package bbreg version 2.0.1 Index]