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'.
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a fitted model object
A square numeric matrix represented as a
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', ...)'.
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