vcov.mleBb {dbd}

Retrieve the covariance matrix from an "mleBb" object.

Description

Extract the covariance matrix attribute an object of class "mleBb". I.e. obtain the estimated covariance matrix of the maximum likelihood estimates of the parameters of a beta binomial distribution.

Usage

   ## S3 method for class 'mleBb'
vcov(object, ...)

Arguments

object

An object of class "mleBb" as returned by mleBb().

...

Not used.

Details

The estimated covariance matrix is the inverse of the hessian of the negative log likelihood. (This may also be referred to as the observed Fisher information — the Fisher information evaluated at the maximum likelihood estimates of the parameters).

Value

A two-by-two positive definite (with any luck!) numeric matrix. It is an estimate of the covariance matrix of the parameter estimates.

Author(s)

Rolf Turner [e-mail]

See Also

vcov.mleDb) mleBb()

Examples

X     <- hrsRcePred
top1e <- X[X$sbjType=="Expert","top1"]
fit   <- mleBb(top1e,size=10)
vcov(fit)