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Observed or Fisher information matrix for a BIc model

Source: R/bic-core.R
bic_info.Rd

Computes the block-structured information matrix of a fitted zero-or-one inflated beta regression with variable dispersion. By construction the matrix is block diagonal between the inflation parameters and the mean/precision parameters (information orthogonality).

Usage

bic_info(object, use_fisher = TRUE, penalty = NULL)

Arguments

object

A fitted gamlss model of family BEZI or BEOI.

use_fisher

Logical; if TRUE (default) returns the expected (Fisher) information, which is guaranteed positive definite; if FALSE returns the observed information.

penalty

Optional penalty matrix S of dimension (M+m+p) x (M+m+p) for penalised additive submodels. When supplied, the returned information is the penalised information J + S (or I + S), following the semiparametric extension. The penalty must be block diagonal across the gamma, beta, delta groups so that separability is preserved; see bic_penalty().

Value

A list with the information matrix (info), its inverse (info_inv), the parameter-block indices (idx), the weight sequences (weights), and (if a penalty was supplied) the effective degrees of freedom (edf) and their block split (edf_blocks).

References

Ospina, R. and Ferrari, S. L. P. (2012). A general class of zero-or-one inflated beta regression models. Computational Statistics & Data Analysis, 56(6), 1609-1623.