se.gllvm: Standard errors for gllvm model

In gllvm: Generalized Linear Latent Variable Models

Standard errors for gllvm model

Description

Calculates Hessian and standard errors for gllvm model.

Usage

## S3 method for class 'gllvm'
se(object, ...)

Arguments

object	an object of class 'gllvm'.
...	not used.

Details

Computes Hessian and standard errors for gllvm model.

Value

sd	list of standard errors of parameters
Hess	list including Hessian matrix and approximative covariance matrix of parameters

Author(s)

Jenni Niku <[e-mail]>

References

Dunn, P. K., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.

Hui, F. K. C., Taskinen, S., Pledger, S., Foster, S. D., and Warton, D. I. (2015). Model-based approaches to unconstrained ordination. Methods in Ecology and Evolution, 6:399-411.

Examples

data(spider)
mod <- gllvm(spider$abund, num.lv = 2, family = "poisson", sd.errors = FALSE)
# Calculate standard errors after fitting
sdErr <- se(mod)
# Store the standard errors in the right place
mod$sd <-sdErr$sd
# Store the Hessian in the right place
mod$Hess <- sdErr$Hess

gllvm documentation built on Sept. 18, 2023, 5:22 p.m.