Extract Variance-Covariance Matrices from an amerasfit Object

Extracts the variance-covariance matrices of the parameter estimates from a fitted amerasfit object.

Usage

# S3 method for class 'amerasfit'
vcov(object, methods = c("RC", "ERC", "MCML", "FMA", "BMA"), ...)

Arguments

object

A fitted model object of class amerasfit, as returned by ameras.

methods

Character vector specifying which estimation methods to extract variance-covariance matrices for. One or more of "RC", "ERC", "MCML", "FMA", and "BMA". Defaults to all. Methods that were not run are skipped; an error is raised if none of the requested methods are present.

...

Additional arguments, currently unused.

Value

If a single method is requested or only one method was run, a named numeric matrix with rows and columns corresponding to model parameters. If multiple methods are requested and multiple methods were run, a named list of such matrices, one per method.

Note that for FMA and BMA the variance-covariance matrix is based on the generated samples rather than a Hessian-based approximation, and may differ in interpretation from the RC, ERC, and MCML variance-covariance matrices. For BMA, the reliability of the variance-covariance matrix depends on MCMC convergence as indicated by Rhat.

See also

ameras for model fitting, coef for extracting coefficients, summary.amerasfit for a summary including standard errors, vcov for the generic function.

Examples

# \donttest{
data("data", package="ameras")
dosevars <- paste0("V", 1:10)

fit <- ameras(Y.binomial ~ dose(all_of(dosevars), model="ERR"),
              data=data, family="binomial", methods=c("RC", "ERC"))
#> Fitting RC
#> Fitting ERC

## Extract vcov for all available methods
vcov(fit)
#> $RC
#>              (Intercept)         dose
#> (Intercept)  0.005443953 -0.008716237
#> dose        -0.008716237  0.018908197
#> 
#> $ERC
#>              (Intercept)         dose
#> (Intercept)  0.005589966 -0.009297482
#> dose        -0.009297482  0.020459538
#> 

## Extract vcov for a single method, returns a matrix
vcov(fit, methods="RC")
#>              (Intercept)         dose
#> (Intercept)  0.005443953 -0.008716237
#> dose        -0.008716237  0.018908197

## Extract vcov for multiple methods, returns a named list
vcov(fit, methods=c("RC", "ERC"))
#> $RC
#>              (Intercept)         dose
#> (Intercept)  0.005443953 -0.008716237
#> dose        -0.008716237  0.018908197
#> 
#> $ERC
#>              (Intercept)         dose
#> (Intercept)  0.005589966 -0.009297482
#> dose        -0.009297482  0.020459538
#> 
# }