Fisher information for mot model

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Description

Fisher information matrix for right censored Multiple Ordinal Tobit (MOT) model.

Usage

1
motFisher(param, xx, tau)

Arguments

param

parameter vector: (beta_0, beta_1, ... , beta_m, sigma).

xx

design matrix of the model.

tau

threshold vector from tau_1 to tau_K.

Value

fisher information matrix, summarized over all observations.

Author(s)

Marvin Wright

See Also

lmmot