cholfVar: Extract Cholesky factor of inverse Information matrix

In Biostatistics4SocialImpact/dlm: Distributed Lag Models for Built Environment Applications

Description

Computes the Cholesky factor, L, of the inverse of the Fisher Information matrix for all regression coefficients in a fitted model. The coefficient covariance matrix can then be computed as L * L'.

Usage

cholfVar(object, ...)

## S4 method for signature 'merMod'
cholfVar(object, ...)

Arguments

object	a fitted model object
...	additional arguments

Value

A square numeric matrix represented as a Matrix::sparseMatrix object

Method for 'merMod' objects

For a mixed-effects model of the form, for example,

g(E(Y_i | b_i)) = X * β + Z_i * b_i

with link function g(), and b_i ~ N(0, Σ_b), the Cholesky factor returned will be such that L * L' = I^-1(θ), where θ = (β', b_1', b2', ...)'.

Biostatistics4SocialImpact/dlm documentation built on May 19, 2019, 10:47 p.m.