File: imxRobustSE.Rd

package info (click to toggle)
r-cran-openmx 2.21.1%2Bdfsg-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 14,412 kB
  • sloc: cpp: 36,577; ansic: 13,811; fortran: 2,001; sh: 1,440; python: 350; perl: 21; makefile: 5
file content (47 lines) | stat: -rw-r--r-- 1,975 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/MxRobustSE.R
\name{imxRobustSE}
\alias{imxRobustSE}
\title{imxRobustSE}
\usage{
imxRobustSE(model, details = FALSE, dependencyModels = character(0))
}
\arguments{
\item{model}{An OpenMx model object that has been run.}

\item{details}{Logical. whether to return the full parameter
covariance matrix.}

\item{dependencyModels}{Passed to \code{imxRowGradients()}.}
}
\description{
This is an internal function exported for those people who know
what they are doing.
}
\details{
This function computes robust standard errors via a sandwich estimator.
The "bread" of the sandwich is the numerically computed inverse Hessian
of the likelihood function.  This is what is typically used for standard
errors throughout OpenMx.  The "meat" of the sandwich is proportional to 
the covariance matrix of the numerically computed row derivatives of the 
likelihood function (i.e. row gradients).

When \code{details=FALSE}, only the standard errors are returned.

When \code{details=TRUE},
a list with five named elements is returned.  Element \code{SE} is the 
vector of standard errors that is also returned when \code{details=FALSE}.
Element \code{cov} is the full robust covariance matrix of the parameter 
estimates; the square root of the diagonal of \code{cov} gives the 
standard errors.  Element \code{bread} is the aforementioned 
"bread"--the naive (non-robust) covariance matrix of the parameter 
estimates.  Element \code{meat} is the aforementioned "meat," proportional
to the covariance matrix of the row gradients.  Element \code{TIC} 
is the model's Takeuchi Information Criterion, which is a generalization 
of AIC calculated from the "bread," the "meat," and the loglikelihood 
at the maximum-likelihood solution.

This function does not work correctly with multigroup models in which the 
groups themselves contain subgroups. This function also does not correctly handle
multilevel data.
}