adjCovSD: Adjustment for the covariance matrix from a gjrm model fitted...
In KironmoyDas/KD-STAT0035-GMupdate: Generalised Joint Regression Modelling

Description Usage Arguments Details Value WARNINGS Author(s) References See Also

adjCovSD can be used to adjust the covariance matrix of a fitted gjrm object.

1	adjCovSD(x, design)

`x`	A fitted `gjrm` object as produced by the respective fitting function.
`design`	A `svydesign` object as produced by `svydesign()` from the `survey` package.

This function has been extracted from the survey package and adapted to the class of this package's models. It computes the sandwich variance estimator for a copula model fitted to data from a complex sample survey (Lumley, 2004).

This function returns a fitted object which is identical to that supplied in adjCovSD but with adjusted covariance matrix.

This correction may not be appropriate for models fitted using penalties.

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

Lumley T. (2004), Analysis of Complex Survey Samples. Journal of Statistical Software, 9(8), 1-19.

GJRM-package, gjrm

KironmoyDas/KD-STAT0035-GMupdate documentation built on Feb. 15, 2021, 12:17 a.m.