fisherinfo {penMSM}

Fisher information matrix of the log partial likelihood of a multistate model.

Description

This function calculates the Fisher information matrix needed for the estimation of multistate models using the Fisher scoring algorithm.

Usage

fisherinfo(beta, X, risksetlist, event)

Arguments

beta

vector of regression coefficients.

X

design matrix.

risksetlist

list of length n with vectors as list elements, with the i-th element being the riskset belonging to the i-th spell.

event

non-censoring event indicator.

Details

This function implements the Fisher scoring matrix (i.e., the second partial derivative of the log partial likelihood with respect to the components of the regression effect vector beta).

Value

Fisher information matrix info.

Author(s)

Holger Reulen

Examples

## Not run: fisherinfo(beta, X, risksetlist, event)