F_func_GLM: Fisher information matrix of generalized linear model (GLM)

In CDsampling: 'CDsampling': Constraint Sampling in Paid Research Studies

Fisher information matrix of generalized linear model (GLM)

Description

Fisher information matrix of generalized linear model (GLM)

Usage

F_func_GLM(w, beta, X, link = "logit")

Arguments

w	allocation (can be exact or approximate)
beta	GLM model covariate coefficient
X	model matrix
link	link function, default"logit", choose from "logit", "cloglog", "loglog", "probit", and "identity"(for regular linear regression)

Value

Fisher information matrix given X and model parameter beta

Examples

w = c(1/3,1/3, 1/3)
beta = c(0.5, 0.5, 0.5)
X = matrix(data=c(1,-1,-1,1,-1,1,1,1,-1), byrow=TRUE, nrow=3)
Fdet_func_GLM(w=w, beta=beta, X=X, link='logit')

CDsampling documentation built on Oct. 13, 2024, 9:07 a.m.