[R] GLM information matrix

[Dimitrios Rizopoulos]

look at summary.glm(), probably you're looking for

fit <- glm(..., family = binomial)
# the inverse Fisher Information matrix
summary(fit)$cov.scaled


I hope it helps.

Best,
Dimitris

-- 
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

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Quoting "Bickel, David" <DAVID.BICKEL at pioneer.com>:

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