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lavaSearch2 (version 1.2.0)

sCorrect: Compute the Derivative of the Information Matrix

Description

Compute the derivative of the information matrix.

Usage

sCorrect(object, ...)

# S3 method for lm sCorrect(object, adjust.Omega = TRUE, adjust.n = TRUE, score = TRUE, df = TRUE, numeric.derivative = FALSE, param = NULL, data = NULL, tol = 1e-05, n.iter = 20, trace = 0, ...)

# S3 method for gls sCorrect(object, cluster, adjust.Omega = TRUE, adjust.n = TRUE, score = TRUE, df = TRUE, numeric.derivative = FALSE, param = NULL, data = NULL, tol = 1e-05, n.iter = 20, trace = 0, ...)

# S3 method for lme sCorrect(object, cluster, adjust.Omega = TRUE, adjust.n = TRUE, score = TRUE, df = TRUE, numeric.derivative = FALSE, param = NULL, data = NULL, tol = 1e-05, n.iter = 20, trace = 0, ...)

# S3 method for lvmfit sCorrect(object, adjust.Omega = TRUE, adjust.n = TRUE, score = TRUE, df = TRUE, numeric.derivative = FALSE, param = NULL, data = NULL, tol = 1e-05, n.iter = 20, trace = 0, ...)

# S3 method for lvmfit2 sCorrect(object, ...)

sCorrect(x, ...) <- value

# S3 method for lm sCorrect(x, ...) <- value

# S3 method for gls sCorrect(x, ...) <- value

# S3 method for lme sCorrect(x, ...) <- value

# S3 method for lvmfit sCorrect(x, ...) <- value

# S3 method for lvmfit2 sCorrect(x, ...) <- value

Arguments

object, x

a gls, lme, or lvm object.

...

[internal] only used by the generic method or by the <- methods.

adjust.Omega

[logical] should the standard errors of the coefficients be corrected for small sample bias?

adjust.n

[logical] should the correction for the degree of freedom be performed?

score

[internal] export the score.

df

[logical] should the first derivative of the expected information matrix be computed. Required when computing the degrees of freedom of the test statistics.

numeric.derivative

[logical] should a numerical derivative be used to compute the first derivative of the information matrix? Otherwise an analytic formula is used.

param

[numeric vector, optional] the values of the parameters at which to perform the correction.

data

[data.frame, optional] the dataset relative to which the correction should be performed.

tol

[numeric >0] the minimum absolute difference between two estimation of the small sample bias. Below this value, the algorithm used to estimate the bias stop.

n.iter

[integer >0] the maximum number of iterations used to estimate the small sample bias of the residual variance-covariance matrix.

trace

[logical] should the execution of the function be traced.

cluster

[integer vector] the grouping variable relative to which the observations are iid. Only required for gls models with no correlation argument.

value

[logical] value for the arguments adjust.Omega and adjust.n.