imxRobustSE {OpenMx} | R Documentation |
This is an internal function exported for those people who know what they are doing.
imxRobustSE(model)
model |
An OpenMx model object that has been run |
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).