getMH {seqest} | R Documentation |
Get the matrices M and H for the clustered data for the GEE case
Description
Get the matrices M and H to approximate the true covariance matrix of the GEE case
Usage
getMH(y, X, id, beta, rho, linkv, corstrv)
Arguments
y |
A matrix containing current response variable |
X |
A data frame containing the covariate for the current samples |
id |
The id for each subject in the X |
beta |
The paramters that we estimate when we use the current samples |
rho |
A numeric number indicating the estimate of correlation coefficient |
linkv |
A specification for the model link function. |
corstrv |
A character string specifying the correlation structure. The following are permitted: "independence", "exchangeable" and "ar1". |
Details
getMH uses the current samples to obtain the covariance matrix.
Value
a list contains several components
sandwich |
the sandwich information matrix for covariance |
M |
the matrix for calculating the sandwich information matrix for covariance |
H |
the matrix for calculating the sandwich information matrix for covariance |