R: Robust Standard Error for Regression Parameters
mc_robust_std
R Documentation
Robust Standard Error for Regression Parameters
Description
Compute robust standard error for regression parameters
in the context of clustered observations for an object of
mcglm class.
Usage
mc_robust_std(object, id)
Arguments
object
an object of mcglm class.
id
a vector which identifies the clusters or subject indexes.
The length and order of id should be the same as the number of
observations. Data are assumed to be sorted so that observations
on a cluster are contiguous rows for all entities in the formula.
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.