mc_robust_std: Robust Standard Error for Regression Parameters

In mcglm: Multivariate Covariance Generalized Linear Models

Robust Standard Error for Regression Parameters

Description

Compute robust standard error for regression parameters in the context of clustered observations for an object of mcglm class.

Usage

mc_robust_std(object, id)

Arguments

object	an object of mcglm class.
id	a vector which identifies the clusters or subject indexes. The length and order of id should be the same as the number of observations. Data are assumed to be sorted so that observations on a cluster are contiguous rows for all entities in the formula.

Value

A variance-covariance matrix. Note that the function assumes that the data are in the correct order.

Author(s)

Wagner Hugo Bonat, [e-mail]

Source

Nuamah, I. F. and Qu, Y. and Aminu, S. B. (1996). A SAS macro for stepwise correlated binary regression. Computer Methods and Programs in Biomedicine 49, 199–210.

See Also

mc_bias_correct_std.

mcglm documentation built on Sept. 16, 2022, 1:06 a.m.