Nothing
vcov.lognlm <-
function(object, emp=FALSE, exH=TRUE, se=FALSE, ...) {
if(object$lik) {
exH<-FALSE
emp<-TRUE
}
#browser()
invH<- if(exH) solve(object$Ehessian) else solve(object$hessian)
cof<-object$coefficients
y<-object$y
n<-length(y)
X<-model.matrix(object, model.frame(object))
s2<-object$s2
s<-sqrt(s2)
mu<-object$fitted.values
w<-if(is.null(object$weights)) 1 else object$weights
if(any(w<=0) && !emp) stop("set 'emp=TRUE' with null weights")
if(!object$lik){#se min dist
if(emp){
U<- X * ((log(y)-log(mu))*w/mu)
InF<- crossprod(U)
} else {
s2<-s2/w
InF<- crossprod(X, s2*((w/mu)^2)*X)
}
} else { #se ML
if(emp){
mz<- log(mu)-s2/2
U<- X * ((log(y)-mz)*w/mu)/s2
#Rispetto a s2
#U.s<- -1/(s2) - (s2*((log(y)-mz))-((log(y)-mz)^2))/(s2^2) #
#Rispetto a s:
#U.s<- -1/s - w*(s^2*(log(y)-mz)- (log(y)-mz)^2)/(s^3) #oppure (e' lo stesso):
U.s<- -1/s -s*w/4+ (w*(log(y)-log(mu))^2)/(s^3)
U<-cbind(U, U.s)
InF<- crossprod(U)
} else {
InF<- (1/s2)*crossprod(X/mu) #questa esclude la componente di s!
}
}
V<- invH%*%InF%*%invH
nomi<- if(ncol(V)> length(cof)) c(names(cof), "s") else names(cof)
colnames(V)<-rownames(V)<-nomi
if(se) V<-sqrt(diag(V))
V
}
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