Performs the least-squares methods to estimate the information matrix for the estimated regression coefficients
bssmle_lse(obj)
a list of objectives from bssmle
The function bssmle_lse
returns a list of components:
the estimated variance-covariance matrix for the estimated regression coefficients
The function bssmle_lse
estimates the information matrix for the estimated regression coefficients from the function bssmle
using the lease-squares method.
Zhang, Y., Hua, L., and Huang, J. (2010), A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval-censoed data. Scandinavian Journal of Statistics, 37:338-354.