sandwich.estimator: Pseudo-observation variance sandwich estimator

In pim: Fit Probabilistic Index Models

Description

The functions described here all implement an estimator for the variance of the coefficients. This function is not exported.

Usage

sandwich.estimator(U, U.diff, g1, g2, shared.factor = 1,
  switched.factor = 1, self.factor = 1)

Arguments

U	See the formula for sandwich estimator: holds U_{ij}
U.diff	See the formula for sandwich estimator: holds the partial derivatives of U.
g1, g2	Index in the original observations of the "left" and "right" part of the pseudo-observations.
shared.factor	Factor by which all UijUik or UijUlj will be multiplied
switched.factor	Factor by which all UijUki or UijUjl will be multiplied
self.factor	Factor by which all UijUij or -UijUji will be multiplied

Value

The matrix of the sandwich estimator

pim documentation built on May 2, 2019, 6:51 p.m.