R: Bias-corrected Standard Error for Regression Parameters
mc_bias_corrected_std
R Documentation
Bias-corrected Standard Error for Regression Parameters
Description
Compute bias-corrected standard error for regression
parameters in the context of clustered observations for an
object of mcglm class. It is also robust and has improved
finite sample properties.
Usage
mc_bias_corrected_std(object, id)
Arguments
object
an object of mcglm class.
id
a vector which identifies the clusters. The length and
order of id should be the same as the number of
observations. The data set are assumed to be sorted so that
observations on a cluster are contiguous rows for all entities.
Value
A variance-covariance matrix.
Note that the function assumes that the data are in the correct
order.
Nuamah, I. F. and Qu, Y. and Aminu, S. B. (1996). A SAS macro
for stepwise correlated binary regression. Computer Methods
and Programs in Biomedicine 49, 199–210.