[R] nonlinear model: pseudo-design matrix

Murray Jorgensen maj at stats.waikato.ac.nz
Tue Feb 14 03:07:52 CET 2006


Given a nonlinear model formula and a set of values for all the
parameters defining a point in parameter space, is there a neat way to
extract the pseudodesign matrix of the model at the point? That is the
matrix of partial derivatives of the fitted values w.r.t. the parameters
evaluated at the point.

(I have figured out how to extract the gradient information from an nls 
fitted model using the nlsModel part, but I wish to implement a score 
test, so I need to be able to extract the information at points other 
than the mle.)

Thanks, Murray Jorgensen
-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862




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