bssmle_lse function

Least-Squares Estimator of the Information Matrix

Performs the least-squares methods to estimate the information matrix for the estimated regression coefficients

bssmle_lse(obj)

Arguments

• obj: a list of objectives from bssmle

Returns

The function bssmle_lse returns a list of components: - Sigma: the estimated variance-covariance matrix for the estimated regression coefficients

Details

The function bssmle_lse estimates the information matrix for the estimated regression coefficients from the function bssmle using the lease-squares method.

References

Zhang, Y., Hua, L., and Huang, J. (2010), A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval-censoed data. Scandinavian Journal of Statistics, 37 :338-354.

Author(s)

Jun Park, jun.park@alumni.iu.edu

Giorgos Bakoyannis, gbakogia@iu.edu