Fisher information matrix of the Poisson log likelihood.
Fisher information matrix of the Poisson log likelihood.
This function calculates the Fisher information matrix needed for the estimation of multistate models using the Fisher scoring algorithm.
fisherinfoP(mu, X)
Arguments
mu: mu.
X: design matrix.
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).