[R] GLM information matrix

Bickel, David DAVID.BICKEL at pioneer.com
Fri Sep 29 19:50:21 CEST 2006

Is there a function that provides the Fisher information matrix for a
generalized linear model? I do not see how to access the off-diagonal
matrix elements of the value returned by glm. (I'm particularly
interested in logistic regression.)

If not, what is a good way to use R to compute Hessians or other partial
derivatives of log likelihoods?

I would appreciate any guidance.

David R. Bickel  http://davidbickel.com
Research Scientist
Pioneer Hi-Bred International (DuPont)
7200 NW 62nd Ave.; PO Box 184
Johnston, IA 50131-0184
515-334-4739 Tel
515-334-4473 Fax
david.bickel at pioneer.com

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