Extract Empirical Estimating Functions
!EXPERIMENTAL FUNCTION!
Generic function for extracting the empirical estimating functions of a fitted model.
!EXPERIMENTAL FUNCTION!
scorefun(x, ...) estfun(x, ...)
x |
a fitted model object. |
... |
arguments passed to methods. |
The estimating function (or score function) for a model - scorefun - is the derivative of the objective function
with respect to the parameter vector. The empirical estimating functions is
the evaluation of the estimating function at the observed data (n observations)
and the estimated parameters (of dimension k).
The estfun function is basically the score function, but with the
additional functionality to sum up the scores by the given covariable
id in the dataset.
Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.
## generate random data dat <- rwiener(100,1,.2,.5,0.5) ## fit wdm wdm1 <- wdm(dat) ## estimating function scores <- scorefun(wdm1) ## print head(scores) ## plot par(mfrow=c(2,2)) plot(scores[,1]);plot(scores[,2]);plot(scores[,3]);plot(scores[,4])
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