est_fun: PIM U-estimating function

In ge-li/upim: U-statistics Probabilistic Index Models

PIM U-estimating function

Description

The component estimating function is δ(b)=\frac{\dot{μ}(x^T b)}{μ(x^T b)[1-μ(x^T b)]}[y-μ(x^T b)]w x. Here, μ is the inverse of the link function. In "logit" case, it can be simplified.

Usage

est_fun(y, X, b, link, w = NULL)

Arguments

y	numeric A vector of pseudo observations.
X	matrix The pairwise difference of original design matrix.
b	numeric The PIM parameter.
link	character The link function: "logit", or "probit".
w	numeric The weights, default is NULL.

Value

matrix A n^2 x p matrix contains the n^2 transposed estimating fun.

ge-li/upim documentation built on Oct. 30, 2022, 3:36 a.m.