getMH: Get the matrices M and H for the clustered data for the GEE...

In seqest: Sequential Method for Classification and Generalized Estimating Equations Problem

Description

Get the matrices M and H to approximate the true covariance matrix of the GEE case

Usage

getMH(y, X, id, beta, rho, linkv, corstrv)

Arguments

y	A matrix containing current response variable
X	A data frame containing the covariate for the current samples
id	The id for each subject in the X
beta	The paramters that we estimate when we use the current samples
rho	A numeric number indicating the estimate of correlation coefficient
linkv	A specification for the model link function.
corstrv	A character string specifying the correlation structure. The following are permitted: "independence", "exchangeable" and "ar1".

Details

getMH uses the current samples to obtain the covariance matrix.

Value

a list contains several components

sandwich	the sandwich information matrix for covariance
M	the matrix for calculating the sandwich information matrix for covariance
H	the matrix for calculating the sandwich information matrix for covariance

seqest documentation built on July 2, 2020, 2:28 a.m.