mxComputeStandardError: Compute standard errors
In OpenMx: Extended Structural Equation Modelling
mxComputeStandardError R Documentation
Compute standard errors
Description
When the fit is in -2 log likelihood units, the SEs are derived
from the diagonal of the Hessian or inverse Hessian. The Hessian
(in some form) must already be available.
Usage
mxComputeStandardError(freeSet = NA_character_, fitfunction = "fitfunction")
Arguments
freeSet
names of matrices containing free variables
fitfunction
name of the fitfunction (defaults to 'fitfunction')
Details
If there are active MxConstraints and the fit is in -2logL units,
the SEs are derived from the Hessian and the Jacobian of the
constraint functions (see references).
References
Moore T & Sadler B. (2006). Maximum-Likelihood Estimation and
Scoring Under Parametric Constraints. Army Research Laboratory
report ARL-TR-3805.
Schoenberg R. (1997). Constrained maximum likelihood.
Computational Economics, 10, p. 251-266.
OpenMx documentation built on Oct. 19, 2024, 9:06 a.m.
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| mxComputeStandardError | R Documentation |
Compute standard errors
Description
When the fit is in -2 log likelihood units, the SEs are derived from the diagonal of the Hessian or inverse Hessian. The Hessian (in some form) must already be available.
Usage
mxComputeStandardError(freeSet = NA_character_, fitfunction = "fitfunction")
Arguments
freeSet |
names of matrices containing free variables |
fitfunction |
name of the fitfunction (defaults to 'fitfunction') |
Details
If there are active MxConstraints and the fit is in -2logL units, the SEs are derived from the Hessian and the Jacobian of the constraint functions (see references).
References
Moore T & Sadler B. (2006). Maximum-Likelihood Estimation and Scoring Under Parametric Constraints. Army Research Laboratory report ARL-TR-3805. Schoenberg R. (1997). Constrained maximum likelihood. Computational Economics, 10, p. 251-266.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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