vcov.tramME: Calculate the variance-covariance matrix of the parameters

In tramME: Transformation Models with Mixed Effects

Calculate the variance-covariance matrix of the parameters

Description

Extracts the covariance matrix of the selected parameters. The returned values are on the same scale as the estimated parameter values, i.e. the standard deviations of the random effect terms are on log scale.

Usage

## S3 method for class 'tramME'
vcov(
  object,
  parm = NULL,
  pargroup = c("all", "fixef", "shift", "baseline", "ranef", "smooth"),
  pmatch = FALSE,
  ...
)

Arguments

object	A fitted tramME object.
parm	The indeces or names of the parameters of interest. See in details.
pargroup	The name of the parameter group to return: all: All parameters. fixef: Fixed effects parameters. shift: Shift parameters. baseline: Parameters of the baseline transformation function. ranef: Variance components parameters. smooth: Paramaters that belong to the smooth shift terms (both FE and smoothing parameters).
pmatch	Logical. If TRUE, partial name matching is allowed.
...	Optional arguments passed to vcov.tramTMB

Details

The argument parm defines the indices or the names of the parameters of interest within the selected pargroup. When pmatch = TRUE, partial matching of parameter names is allowed.

Value

A numeric covariance matrix.

Examples

data("sleepstudy", package = "lme4")
fit <- BoxCoxME(Reaction ~ Days + (Days | Subject), data = sleepstudy, order = 10)
vcov(fit)
vcov(fit, pargroup = "ranef")
vcov(fit, pargroup = "baseline")
vcov(fit, parm = "Reaction") ## same as previous

tramME documentation built on July 9, 2023, 7:10 p.m.