vcov.dr4pl: Obtain the variance-covariance matrix of the parameter...

Description Usage Arguments Details Value References Examples

View source: R/auxiliary.R

Description

This function obtains the variance-covariance matrix of the parameter estimators of a 4PL model. The variance-covariance matrix returned by this function can be used to compute the standard errors and confidence intervals for statistical inference.

Usage

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## S3 method for class 'dr4pl'
vcov(object, ...)

Arguments

object

An object of the dr4pl class.

...

Other function arguments to be passed to the default 'vcov' function.

Details

This function obtains the variance-covariance matrix of the parameter estimators of a 4PL model. The Hessian matrix is used to obtain the second order approximation to the sum-of-squares loss function, and then the standard errors are computed as the square roots of the half of the Hessian matrix. Please refer to Subsection 5.2.2 of Seber and Wild (1989).

Value

The variance-covariance matrix of the parameter estimators of a 4PL model whose columns are in the order of the upper asymptote, IC50, slope and lower asymptote from left to right and whose rows are in the same order.

References

\insertRef

Seber1989dr4pl

Examples

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obj.dr4pl <- dr4pl(Response ~ Dose, data = sample_data_1)  # Fit a 4PL model to data
vcov(obj.dr4pl)  # Variance-covariance matrix of the parameters

obj.dr4pl <- dr4pl(Response ~ Dose, data = sample_data_2)  # Fit a 4PL model to data
vcov(obj.dr4pl)  # Variance-covariance matrix of the parameters

dr4pl documentation built on Oct. 7, 2019, 5:05 p.m.