Standard errors for gllvm model — se.gllvm • gllvm

Calculates Hessian and standard errors for gllvm model.

# S3 method for gllvm
se(object, ...)

Arguments

object: an object of class 'gllvm'.
...: not used.

Value

sd: list of standard errors of parameters
Hess: list including Hessian matrix and approximative covariance matrix of parameters

Details

Computes Hessian and standard errors for gllvm model.

References

Dunn, P. K., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics, 5, 236-244.

Hui, F. K. C., Taskinen, S., Pledger, S., Foster, S. D., and Warton, D. I. (2015). Model-based approaches to unconstrained ordination. Methods in Ecology and Evolution, 6:399-411.

Author

Jenni Niku <jenni.m.e.niku@jyu.fi>

Examples

data(spider)
mod <- gllvm(spider$abund, num.lv = 2, family = "poisson", sd.errors = FALSE)
# Calculate standard errors after fitting
sdErr <- se(mod)
# Store the standard errors in the right place
mod$sd <-sdErr$sd
# Store the Hessian in the right place
mod$Hess <- sdErr$Hess