cholfVar: Extract Cholesky factor of inverse Information matrix

Description Usage Arguments Value Method for 'merMod' objects

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

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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', ...)'.


asw221/dlm documentation built on May 8, 2019, 5:59 p.m.