[R-sig-ME] Full Information matrix or Variance Covariance matrix in glmmTMB

Olaifa, Julius ju||u@@o|@||@ @end|ng |rom ok@t@te@edu
Tue Apr 15 15:13:18 CEST 2025


I see that when we use vcov(m1, full = TRUE)), the entries corresponding to estimates of sigma(m1) are in the logarithm form. My question is are entries corresponding to the variance components in the natural scale or also on some different scale like the log cholesky scale?

Julius Olaifa
Graduate Research Assistant
Department of Computer Science
Oklahoma State University,
224 MSCS, Stillwater, OK 74078
________________________________
From: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> on behalf of Olaifa, Julius <julius.olaifa using okstate.edu>
Sent: Tuesday, November 7, 2023 9:46 PM
To: r-sig-mixed-models using r-project.org <r-sig-mixed-models using r-project.org>
Subject: [R-sig-ME] Full Information matrix or Variance Covariance matrix in glmmTMB

I am trying to obtain the Fisher Information matrix or variance covariance matrix for a glmmTMB model. The model implements model$sdr$cov.fixed​  which returns the variance covariance matrix between the regression parameter coefficient (Beta)​and the dispersiom parameter (phi).
I however want to obtain the variance covariance matrix of both the fixed parameters and random effect covariance estimates (Beta, phi, Sigma)​

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