vcov.estimators: vcov estimators for pim
In pim: Fit Probabilistic Index Models

Description Usage Arguments Details Value Note See Also

sandwich.vcov and score.vcov are two similar estimators for the variance-covariance matrix of a probabilistic index model. These functions are meant to be used within a call to pim as a value for the argument vcov.

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sandwich.vcov(fitted, X, Y, W, link, poset, ...)

score.vcov(fitted, X, Y, W, link, poset, ...)

`fitted`	The fitted values (calculated as `X %*% coef` with `X` the design matrix and `coef` the coefficients)
`X`	the design matrix
`Y`	a numeric vector with pseudoresponses
`W`	a numeric vector with weights. If weights are not applicable, set to `NULL` (the default)
`link`	a character vector with the link function
`poset`	a list with the left and right indices. See `poset` for more information.
`...`	arguments passed to downstream methods.

You can create your own estimating functions for the variance-covariance matrix. To do so, you have to make sure that your function allows for the exact same arguments. As the function pim.fit calculates the fitted values already, there's no need to incorporate the calculation of these inside the function.

the variance-covariance matrix

You should only use score.vcov in combination with an identity link

sandwich.estimator for more information on the actual fitting process. pim for a few examples in how these are used

pim documentation built on March 26, 2020, 7:57 p.m.