bssmle_lse {intccr}

Least-Squares Estimator of the Information Matrix

Description

Performs the least-squares methods to estimate the information matrix for the estimated regression coefficients

Usage

bssmle_lse(obj)

Arguments

obj

a list of objectives from bssmle

Details

The function bssmle_lse estimates the information matrix for the estimated regression coefficients from the function bssmle using the lease-squares method.

Value

The function bssmle_lse returns a list of components:

Sigma

the estimated variance-covariance matrix for the estimated regression coefficients

Author(s)

Jun Park, [e-mail]

Giorgos Bakoyannis, [e-mail]

References

Zhang, Y., Hua, L., and Huang, J. (2010), A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval-censoed data. Scandinavian Journal of Statistics, 37:338-354.