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robustlmm (version 3.5.0-2)

implicitIF: Implicit (numerical) influence function building blocks for an rlmer fit.

Description

Computes the local-shift sensitivity \(\partial \hat{\beta}/\partial y\) (and the analogous quantity for the spherical random effects \(\hat{u}\)) by implicit differentiation of the joint \((\beta, u)\)-scoring equations at the fit. The returned list is a building block for caseweightIF and vcov_sandwich; users who only want robust standard errors should call vcov(object, type = "sandwich").

Usage

implicitIF(fit, use.expected = FALSE)

Value

A list with components IF_beta, IF_u, IF_b, the Jacobian blocks Jbb, Jbu, Jub, S, and intermediate rotated-design matrices used by the cluster sandwich. IF_beta is the local-shift sensitivity matrix

\(p \times n\).

Arguments

fit

An rlmerMod object.

use.expected

If TRUE, use \(E[\psi']\) for the diagonal blocks of the Jacobian; the default (FALSE) uses the actual \(\psi'\) values at the fitted residuals (the empirical version).

Details

Prior weights and offsets are supported: the score is evaluated in the same prior-weight-whitened coordinates the estimator iterates in (\(U_e = \mathrm{diag}(\sqrt{w})\), residuals offset-corrected).

This is the partial (\(\sigma, \theta\) held fixed) version. It is not the Hampel influence function; the Hampel object is caseweightIF, which reuses the same Jacobian but with the score value \(\psi\) on the right-hand side rather than \(\partial_y \psi\). See Koller (2026, Paper 1) for a discussion.