Compute the expected information matrix from the conditional moments.
Compute the Hessian matrix from the conditional moments.
.information2(
dmu,
dOmega,
Omega,
n.corrected,
index.Omega,
leverage,
n.cluster,
grid.meanparam,
n.grid.meanparam,
grid.varparam,
n.grid.varparam,
name.param,
n.param
).hessian2(
dmu,
d2mu,
dOmega,
d2Omega,
Omega,
n.corrected,
index.Omega,
leverage,
n.cluster,
grid.meanparam,
n.grid.meanparam,
grid.varparam,
n.grid.varparam,
name.param,
n.param,
residuals
)
.information2
will perform the computation individually when the
argument index.Omega
is not null.
.hessian
will perform the computation individually when the
argument index.Omega
is not null.