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.