fisherinfo function

Fisher information matrix of the log partial likelihood of a multistate model.

This function calculates the Fisher information matrix needed for the estimation of multistate models using the Fisher scoring algorithm.

fisherinfo(beta, X, risksetlist, event)

Arguments

• beta: vector of regression coefficients.
• X: design matrix.
• risksetlist: list of length n with vectors as list elements, with the i-th element being the riskset belonging to the i-th spell.
• event: non-censoring event indicator.

Details

This function implements the Fisher scoring matrix (i.e., the second partial derivative of the log partial likelihood with respect to the components of the regression effect vector beta).

Returns

Fisher information matrix info.

Author(s)

Holger Reulen

Examples

## Not run: fisherinfo(beta, X, risksetlist, event)