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

[Ben Bolker]

   They are on the scale of the internal parameterization; these 
parameterizations are documented in the table at the beginning of the 
covariance-structure vignette, 
https://cran.r-project.org/web/packages/glmmTMB/vignettes/covstruct.html

   cheers
    Ben Bolker


On 2025-04-15 9:13 a.m., Olaifa, Julius wrote:
> 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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-- 
Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University
Director, School of Computational Science and Engineering
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