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varma
2002 Nov 21
0
Analysis of Data with Observation Weights Revisited
...ttp://faculty.washington.edu/tlumley/glmerrs.R
and the code is all in the WEAVE package at
http://faculty.washington.edu/tlumley/weave.html
In the example, notice that the SE estimates are much closer to the SE
values in the original model without weights.
> model<-glm(y1~x1,weights=w)
> varmat<-infjack.glm(model, groups=1:5)
> se<-sqrt(diag(varmat))
> se
(Intercept) x1
0.7827224 0.4969040
MAJ Paul Bliese, Ph.D.
Walter Reed Army Institute of Research
Phone: (301) 319-9873
Fax: (301) 319-9484
paul.bliese at na.amedd.army.mil
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