get_information_function.lm {enrichwith}

Function to compute/extract a function that returns the information matrix for an object of class lm/enriched_lm

Description

Function to compute/extract a function that returns the information matrix for an object of class lm/enriched_lm

Usage

## S3 method for class 'lm'
get_information_function(object, ...)

Arguments

object

an object of class lm orenriched_lm

...

currently not used

Details

The computed/extracted function has arguments

coefficients

the regression coefficients at which the information matrix is evaluated. If missing then the maximum likelihood estimates are used

dispersion

the dispersion parameter at which the information matrix is evaluated. If missing then the maximum likelihood estimate is used

type

should the function return th 'expected' or 'observed' information? Default is expected

QR

If TRUE, then the QR decomposition of

W^{1/2} X

is returned, where

W

is a diagonal matrix with the working weights (object$weights) and

X

is the model matrix.

CHOL

If TRUE, then the Cholesky decomposition of the information matrix at the coefficients is returned