thetaSE {MSTest} | R Documentation |
Theta standard errors
Description
This function computes the standard errors of the parameters in vector theta. This is done using an approximation of the Hessian matrix (using hessian
and nearPD
if info_mat
is not PD).
Usage
thetaSE(mdl)
Arguments
mdl |
List with model properties |
Value
List provided as input with additional attributes HESS
,theta_se
, info_mat
, and nearPD_used
.
[Package MSTest version 0.1.5 Index]