lmFisherByHessian: Compute Fisher information matrix in the case of linear model...

In gofedf: Goodness of Fit Tests Based on Empirical Distribution Functions

Compute Fisher information matrix in the case of linear model with Normal residuals.

Description

Compute Fisher information matrix in the case of linear model with Normal residuals.

Usage

lmFisherByHessian(x, y, theta)

Arguments

x	a matrix with n rows and p columns containing the explanatory variables.
y	a numeric vector of length n containing the response variable.
theta	a numeric vector of length (p+1), containing MLE of parameters in a linear model.

Value

Fisher information matrix for linear models.

gofedf documentation built on Oct. 1, 2023, 5:08 p.m.