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intccr (version 3.0.4)

bssmle_lse_lt: Least-Squares Estimator of the Information Matrix

Description

Performs the least-squares methods to estimate the information matrix for the estimated regression coefficients

Usage

bssmle_lse_lt(obj)

Arguments

obj

a list of objectives from bssmle_lt

Value

The function bssmle_lse_lt returns a list of components:

Sigma

the estimated information matrix for the estimated regression coefficients

Details

The function bssmle_lse_lt estimates the information matrix for the estimated regression coefficients from the function bssmle_lt using the lease-squares method.

References

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.