Generic function for extracting the empirical estimating functions
of a fitted model.
Usage
estfun(x, ...)
Value
A matrix containing the empirical estimating functions.
Typically, this should be an \(n \times k\) matrix corresponding
to \(n\) observations and \(k\) parameters. The columns should be named
as in coef or terms, respectively.
The estimating function (or score function) for a model is the derivative of the objective function
with respect to the parameter vector. The empirical estimating functions is
the evaluation of the estimating function at the observed data (\(n\) observations)
and the estimated parameters (of dimension \(k\)).
Arguments
x
a fitted model object.
...
arguments passed to methods.
References
Zeileis A (2006).
“Object-Oriented Computation of Sandwich Estimators.”
Journal of Statistical Software, 16(9), 1--16.
tools:::Rd_expr_doi("10.18637/jss.v016.i09")
Zeileis A, Köll S, Graham N (2020).
“Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.”
Journal of Statistical Software, 95(1), 1--36.
tools:::Rd_expr_doi("10.18637/jss.v095.i01")