imxRobustSE {OpenMx}R Documentation

imxRobustSE

Description

This is an internal function exported for those people who know what they are doing.

Usage

imxRobustSE(model)

Arguments

model

An OpenMx model object that has been run

Details

This function computes robust standard errors via a sandwich estimator. The "bread" of the sandwich is the numerically computed inverse Hessian of the likelihood function. This is what is typically used for standard errors throughout OpenMx. The "meat" of the sandwich is the covariance matrix of the numerically computed row derivatives of the likelihood function (i.e. row gradients).


[Package OpenMx version 2.6.8 Index]