getStandardErrors: Calculate numerical standard errors of estimated coefficients

In jasonxu90/bdsem: Analysis of discretely observed Birth-Death-Shift processes

Description

getStandardErrors uses optimHess to numerically compute the hessian at the value of the estimated MLE, which can be obtained using EM.run. The function inverts the hessian and takes the square root of diagonal entries to yield standard errors for each coefficient estimate.

Usage

  getStandardErrors(betas, t.pat, num.patients,
    PATIENTDATA, patients.design, s1.seq, s2.seq)

Arguments

betas	A vector of numbers \mathbfβ = (\mathbfβ^λ, \mathbfβ^ν, \mathbfβ^μ)
t.pat	A number, the observation interval length
num.patients	An integer, number of unique patients
PATIENTDATA	A matrix in the form returned by MakePatientData containing the set of observation intervals
patients.design	A design matrix in the same form as returned by PatientDesignExample
s1.seq	A vector of complex arguments evenly spaced along the unit circle
s2.seq	A vector of complex arguments evenly spaced along the unit circle

Value

A vector the length of the coefficient vector, giving standard errors for each estimated coefficient

jasonxu90/bdsem documentation built on May 18, 2019, 5:54 p.m.