get_scores: Extract Scores

In manuelarnold/ipcr: Individual Parameter Contribution Regression

Description

This functions extracts the scores of a fitted model. Arguments are passed to the generic function estfun.

Usage

get_scores(x, ...)

Arguments

x	a fitted model object.
...	arguments passed to methods.

Value

A data.frame containing the empirical estimating functions. Typically, this should be an n * k matrix corresponding to n observations and k parameters. The columns should be named as in coef or terms, respectively.

The estimating function (or score function) for a model is the derivative of the objective function with respect to the parameter vector. The empirical estimating functions is the evaluation of the estimating function at the observed data (n observations) and the estimated parameters (of dimension k).

References

Zeileis, A. (2006). Object-oriented computation of sandwich estimators. Journal of Statistical Software, 16(9), 1-16. doi: 10.18637/jss.v016.i09

Zeileis, A., Köll, S., Graham, N. (2020). Various versatile variances: An object- oriented implementation of clustered covariances in R. Journal of Statistical Software, 95(1), 1-36. doi 10.18637/jss.v095.i01

See Also

estfun

manuelarnold/ipcr documentation built on Nov. 30, 2021, 3:30 p.m.