deriv_inverse.link: Derivatives of inverse of link function (internal use)
Description
Computes derivatives of inverse of link functions (real
estimates) with respect to the beta parameters which are
used for delta method computation of the var-cov matrix
of real parameters.
Usage
deriv_inverse.link(real, x, link)
Arguments
real
Vector of values of real parameters
x
Matrix of design values
link
Type of link function (e.g., "logit")
Value
Vector of derivative values computed at values of real
parameters
Details
Note: that function was renamed to deriv_inverse.link to
avoid S3 generic class conflicts. The derivatives of the
inverse of the link functions are simple computations
using the real values and the design matrix values. The
body of the function is as follows:
switch(link, logit=x*real*(1-real),
log=x*real, loglog=-real*x*log(real),
cloglog=-log(1-real)*x*(1-real), identity=x,
mlogit=x*real*(1-real))