meatReg: Meat Matrix Estimator

In mpath: Regularized Linear Models

Meat Matrix Estimator

Description

Estimating the variance of the first derivative of log-likelihood function

Usage

meatReg(x, which, ...)

Arguments

x	a fitted model object. Currently only implemented for zipath object with family="negbin"
which	which penalty parameter(s)?
...	arguments passed to the estfunReg function.

Details

See reference below

Value

A

k x k

covariance matrix of first derivative of log-likelihood function

Author(s)

Zhu Wang <[e-mail]>

References

Zhu Wang, Shuangge Ma and Ching-Yun Wang (2015) Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany, Biometrical Journal. 57(5):867-84.

See Also

sandwichReg, breadReg, estfunReg

Examples

data("bioChemists", package = "pscl")
fm_zinb <- zipath(art ~ . | ., data = bioChemists, family = "negbin", nlambda=10, maxit.em=1)
meatReg(fm_zinb, which=which.min(fm_zinb$bic))

mpath documentation built on Jan. 7, 2023, 1:17 a.m.