Description Usage Arguments Details Value Note See Also
Pseudo-observation variance sandwich estimator
1 2 3 4 5 6 7 8 | posandwich.estimator(U, U.diff, g1, g2, shared.factor = 1,
switched.factor = 1, self.factor = 1, verbosity = 0)
posandwich.estimator.Uforposandwich(Uforposandwich, poset, verbosity = 0)
Uforposandwich.default(Zbeta, Z, Y, link, W = NULL)
Uforposandwich.fakeH0(Zbeta, Z, Y, link, W = NULL)
|
U |
See the formula for sandwich estimator: holds |
U.diff |
See the formula for sandwich estimator: holds the partial derivatives of |
g1, g2 |
Index in the original observations of the "left" and "right" part of the pseudo- observations. |
shared.factor |
Factor by which all |
switched.factor |
Factor by which all |
self.factor |
Factor by which all |
verbosity |
The higher this value, the more levels of progress and debug information is displayed (note: in R for Windows, turn off buffered output) |
Uforposandwich |
Result of a function of the form of |
poset |
Matrix of two columns indicating what the original observation number is for the left and right real observation in the pseudo-observation. |
Zbeta |
Matrix holding |
Z |
Design Matrix in the pseudo-observations. |
Y |
Pseudo-outcomes. |
link |
Name of the link function. |
W |
Weights to be applied to the pseudo-observations. |
posandwich.estimator.Uforposandwich
is essentially a wrapper that
translates parameters.
Uforposandwich.default
is the normal function for the sandwich
estimator. Uforposandwich.fakeH0
is provided to generally estimate the
variance under H0 (with identity link) through the same sandwich estimator code.
For posandwich.estimator(.Uforposandwich)
: the estimated covariance matrix.
For Uforposandwich.default
/Uforposandwich.fakeH0
: an object of class
"Uforposandwich"
, holding items:
U |
see the matching parameter to |
U.diff |
see the matching parameter to |
fv |
Inversely transformed |
shared.factor |
see the matching parameter to |
switched.factor |
see the matching parameter to |
self.factor |
see the matching parameter to |
There should be no reason to use posandwich.estimator
outside of its usage in
varianceestimator.sandwich
...
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