fisherinfo: Fisher information matrix of the log partial likelihood of a
multistate model.
Description
This function calculates the Fisher information matrix
needed for the estimation of multistate models using the Fisher
scoring algorithm.
Usage
fisherinfo(beta, X, risksetlist, event)
Arguments
beta
vector of regression coefficients.
X
design matrix.
risksetlist
list of length n with vectors as list elements,
with the i-th element being the riskset belonging to the i-th spell.
event
non-censoring event indicator.
Value
info.
Details
This function implements the Fisher scoring matrix (i.e., the
second partial derivative of the log partial likelihood with respect
to the components of the regression effect vector beta).