lavaSearch2 (version 1.5.6)

information2: Extract The full Information Matrix

Description

Extract the full information matrix from a Gaussian linear model.

Usage

information2(object, ...)
# S3 method for lm
information2(object, ...)
# S3 method for gls
information2(object, ...)
# S3 method for lme
information2(object, ...)
# S3 method for lvmfit
information2(object, ...)
# S3 method for lm2
information2(object, ...)
# S3 method for gls2
information2(object, ...)
# S3 method for lme2
information2(object, ...)
# S3 method for lvmfit2
information2(object, ...)

Value

A matrix.

Arguments

object

a linear model or a latent variable model

...

arguments to be passed to vcov2.

See Also

sCorrect to obtain lm2, gls2, lme2, or lvmfit2 objects.

Examples

n <- 5e1
p <- 3
X.name <- paste0("X",1:p)
link.lvm <- paste0("Y~",X.name)
formula.lvm <- as.formula(paste0("Y~",paste0(X.name,collapse="+")))

m <- lvm(formula.lvm)
distribution(m,~Id) <- Sequence.lvm(0)
set.seed(10)
d <- lava::sim(m,n)

## linear model
e.lm <- lm(formula.lvm,data=d)
info.tempo <- vcov2(e.lm, bias.correct = TRUE)
info.tempo[names(coef(e.lm)),names(coef(e.lm))] - vcov(e.lm)

## latent variable model
e.lvm <- estimate(lvm(formula.lvm),data=d)
vcov.tempo <- vcov2(e.lvm, bias.correct = FALSE)
round(vcov.tempo %*% information(e.lvm), 5)