PCDHess.wf:
Calculating the Hessian matrix using Louis's method (1982)
Description
Calculating the Hessian matrix using Louis's Method under the Gamma frailty non-homogeneous Poisson process model. This is a support function for PCDReg.wf.
Usage
PCDHess.wf(DATA, beta, gamma, nu, order, knots)
Arguments
DATA
use specified data structure.
beta
estimates of regression coefficients.
gamma
estimates of spline coefficients.
nu
estimates of gamma frailty variance parameter.
order
the order of basis functions.
knots
the equally spaced knots.
Value
- HESS
- Hessian matrix.
Details
To obtain the Hessian matrix of the observed likelihood evaluated at the last step output of the EM algorithm.
References
Louis, T. (1982). Finding the observed information matrix when using the EM algorithm. Journal
of the Royal Statistical Society, Series B 44, 226-233.Yao,B., Wang, L., and He, X. (2014+).Semiparametric regression analysis of panel count data allowing for within-subject correlation.