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robustlmm (version 3.5.0-2)

caseweightIF: Case-weight (Hampel) influence function of the fixed effects of a fitted rlmerMod object.

Description

Returns \(IF(y_i) = -\hat{J}^{-1} \psi(\hat{par}; y_i)\) (the Hampel object built from the score value \(\psi\)), reusing the Jacobian \(\hat{J}\) formed by implicitIF. This is the right object for robustness quantities (gross-error sensitivity, breakdown), distinct from the local-shift sensitivity returned by implicitIF for a redescending \(\psi\).

Usage

caseweightIF(fit, idx = NULL, use.expected = FALSE)

Value

A list with IF_beta (\(p \times |idx|\)), IF_u

(\(q \times |idx|\)), IF_b, and the per-observation score-contribution columns Gb_cw, Gu_cw.

Arguments

fit

An rlmerMod object.

idx

Optional integer indices selecting observations to compute (default: all observations).

use.expected

Passed to implicitIF; default FALSE (empirical Jacobian).

Details

\(\hat{\sigma}, \hat{\theta}\) are held fixed (partial IF).

See Also

vcov_sandwich, vcov