sandwich.estimator {pim}

Pseudo-observation variance sandwich estimator

Description

The functions described here all implement an estimator for the variance of the coefficients. This function is not exported.

Usage

sandwich.estimator(
  U,
  U.diff,
  g1,
  g2,
  shared.factor = 1,
  switched.factor = 1,
  self.factor = 1
)

Arguments

U

See the formula for sandwich estimator: holds U_{ij}

U.diff

See the formula for sandwich estimator: holds the partial derivatives of U.

g1, g2

Index in the original observations of the "left" and "right" part of the pseudo-observations.

shared.factor

Factor by which all UijUik or UijUlj will be multiplied

switched.factor

Factor by which all UijUki or UijUjl will be multiplied

self.factor

Factor by which all UijUij or -UijUji will be multiplied

Value

The matrix of the sandwich estimator