Description Usage Arguments Details
This function calculates the finsher information matrix of a 1st order logit model.
1 | fim_logit(dataNumeric, betaDotX, xIndices, yIndex)
|
dataNumeric |
Numerical format of original data, where variable values start from 0. |
betaDotX |
Inner product of parameters beta and input variables X. |
xIndices |
A vector of indices of the input variables. |
y |
The index of the output/target variable. |
FIM is a square matrix with dimensions equal to |beta| = |xIndices| + 1 for binary logit models. rowID and colID in FIM corresponds to rowID-1 and colID-1 in xIndices, because the first row and column of FIM is the 2nd derivative w.r.t. beta_0. There is no need to add a column of 1s in front of dataNumeric, because the function start filling in entries from 2nd row and 2nd column. The 1st row and column are filled in separately.
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