R: Linear model function to output extra objects for saws
lmfitSaws
R Documentation
Linear model function to output extra objects for saws
Description
This is a very basic linear model function. It outputs only the objects needed for input into saws.
Usage
lmfitSaws(x,y)
Arguments
x
design matrix
y
response vector
Details
The saws function requires three inputs, the parameter estimates (coefficients),
u, and omega. The value u is the K by p matrix of estimating equations evaluated at the coefficient,
where each row is an independent estimating
equation. For the linear model u[i,] = x[i,] * residual[i]. The value omega is a K by p by p array, where
omega[i,,] is the derivative of the ith estimating equation with respect to the parameter vector. For the linear
model omega[i,,]= t(Xi)
Value
A list with the following elements
coefficients
p by 1 coefficient vector
u
K by p matrix of estimating equations
omega
K by p by p array, see details
Author(s)
M.P. Fay
References
Fay and Graubard (2001). Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators.
Biometrics 57: 1198-1206. (for copy see /inst/doc/ directory