h_get_empirical {mmrm} | R Documentation |
Obtain Empirical/Jackknife/Bias-Reduced Covariance
Description
Obtain the empirical or Jackknife covariance for \beta
.
Used in mmrm
fitting if method is "Empirical", "Empirical-Jackknife" or
"Empirical-Bias-Reduced".
Usage
h_get_empirical(tmb_data, theta, beta, beta_vcov, type)
Arguments
tmb_data |
( |
theta |
( |
beta |
( |
beta_vcov |
( |
type |
( |
Value
Named list with elements:
-
cov
:matrix
empirical covariance. -
g_mat
:matrix
to calculate Satterthwaite degrees of freedom.
Note
This function used to return df_mat
, which was equivalent to crossproduct(g_mat)
. However,
executing the cross product in C++ was a costly matrix multiplication, in particular when the number of coefficients
and/or the number of subjects was large. Therefore this is now avoided and g_mat
is returned instead.