estimate2 | R Documentation |
Correct the bias of the ML estimate of the variance and compute the first derivative of the information matrix.
Compute bias corrected residuals variance covariance matrix and information matrix. Also provides the leverage values and corrected sample size when adjust.n is set to TRUE.
estimate2(
object,
param,
data,
ssc,
df,
derivative,
hessian,
dVcov.robust,
iter.max,
tol.max,
trace,
...
)
## S3 method for class 'lvm'
estimate2(
object,
param = NULL,
data = NULL,
ssc = lava.options()$ssc,
df = lava.options()$df,
derivative = "analytic",
hessian = FALSE,
dVcov.robust = FALSE,
iter.max = 100,
tol.max = 1e-06,
trace = 0,
...
)
## S3 method for class 'lvmfit'
estimate2(
object,
param = NULL,
data = NULL,
ssc = lava.options()$ssc,
df = lava.options()$df,
derivative = "analytic",
hessian = FALSE,
dVcov.robust = FALSE,
iter.max = 100,
tol.max = 1e-06,
trace = 0,
...
)
## S3 method for class 'list'
estimate2(object, ...)
## S3 method for class 'mmm'
estimate2(object, ...)
.sscResiduals(object, ssc, algorithm = "2")
object |
a |
param |
[numeric vector, optional] the values of the parameters at which to perform the correction. |
data |
[data.frame, optional] the dataset relative to which the correction should be performed. |
ssc |
[character] method used to correct the small sample bias of the variance coefficients: no correction (code"none"/ |
df |
[character] method used to estimate the degree of freedoms of the Wald statistic: Satterthwaite |
derivative |
[character] should the first derivative of the information matrix be computed using a formula ( |
hessian |
[logical] should the hessian be stored? Can be |
dVcov.robust |
[logical] should the first derivative of robust variance-covariance matrix be stored? |
iter.max |
[integer >0] the maximum number of iterations used to estimate the bias correction. |
tol.max |
[numeric >0] the largest acceptable absolute difference between two succesive estimates of the bias correction. |
trace |
[logical] should the execution of the function be traced. |
... |
arguments passed to |
The argument value
is equivalent to the argument bias.correct
of the function summary2
.
#### simulate data ####
set.seed(10)
dW <- sampleRepeated(10, format = "wide")
#### latent variable model ####
m.lvm <- lvm(Y1~X1+X2+Z1)
e2.lvm <- estimate2(m.lvm, data = dW)
summary2(e2.lvm)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.