Description Usage Arguments Details Value
Estimators for the PIM parameter variances
1 2 3 4 5 6 7 | varianceestimator.sandwich(Uforposandwich = Uforposandwich.default)
varianceestimator.H0(Uforposandwich = Uforposandwich.fakeH0)
varianceestimator.glm(control = list())
varianceestimator.bootstrap(D = 500, keep.posetbs = FALSE)
|
Uforposandwich |
function like |
control |
See |
D |
Number of bootstrap repetitions (defaults to 500). |
keep.posetbs |
If this is |
These functions estimate the variances of the parameter estimates of the PIM. Each provides a solution under different circumstances and some may be more accurate / correct / performant depending on the specific model.
For the different implementations, morevarfitinfo
contains:
varianceestimator.sandwich
The return value of the Uforposandwich
call. This
estimate is the generally valid sandwich estimator for the (co)variance.
varianceestimator.H0
The return value of the Uforposandwich
call. This
estimate is the estimator for the (co)variance under H0.
varianceestimator.glm
The return value of the glm
call. This estimate is
only valid if the pseudo-observations are somehow independent and the linkfunction is identity.
varianceestimator.bootstrap
A matrix holding the coefficient estimates over all bootstrap
repetitions. The columns represent the repetitions
These functions (varianceestimator.*
) each return a function themselves. The returned
function should have five parameters (estimationresult
, the parameter estimates themselves
(result of estimation.*
); pfd
, an object of class pimfitdata
; link
, the name
of the link function; estimator
, the estimator used to generate estimationresult
; verbosity
, see elsewhere) and should itself return a list of two items:
vcov |
The estimated covariance matrix |
morevarfitinfo |
Implementation specific information on the variance estimation |
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