se.gllvm {gllvm} | R Documentation |
Standard errors for gllvm model
Description
Calculates Hessian and standard errors for gllvm model.
Usage
## S3 method for class 'gllvm'
se(object, ...)
Arguments
object |
an object of class 'gllvm'. |
... |
not used. |
Details
Computes Hessian and standard errors for gllvm model.
Value
sd |
list of standard errors of parameters |
Hess |
list including Hessian matrix and approximative covariance matrix of parameters |
Author(s)
Jenni Niku <jenni.m.e.niku@jyu.fi>
References
Dunn, P. K., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.
Hui, F. K. C., Taskinen, S., Pledger, S., Foster, S. D., and Warton, D. I. (2015). Model-based approaches to unconstrained ordination. Methods in Ecology and Evolution, 6:399-411.
Examples
data(spider)
mod <- gllvm(spider$abund, num.lv = 2, family = "poisson", sd.errors = FALSE)
# Calculate standard errors after fitting
sdErr <- se(mod)
# Store the standard errors in the right place
mod$sd <-sdErr$sd
# Store the Hessian in the right place
mod$Hess <- sdErr$Hess
[Package gllvm version 1.4.3 Index]