R: Component-wise standard errors of Theta

standard_error {PLNmodels} | R Documentation

## Component-wise standard errors of Theta

### Description

Extracts univariate standard errors for the estimated coefficient of Theta. Standard errors are computed from the (approximate) Fisher information matrix. See `fisher.PLNfit()` for more details on the approximations.

### Usage

    standard_error(object, type)

    ## S3 method for class 'PLNfit'
    standard_error(object, type = c("wald", "louis"))

### Arguments

`object` | an R6 object with class PLNfit
`type` | Either `Wald` (default) or `Louis`. Approximation scheme used to compute the Fisher information matrix

### Value

A p * d positive matrix (same size as Θ) with standard errors for the coefficients of Θ

### Methods (by class)

- `PLNfit`: Component-wise standard errors of Theta in `PLNfit`

### See Also

`vcov.PLNfit()` for the complete Fisher information matrix

### Examples

    data(trichoptera)
    trichoptera <- prepare_data(trichoptera$Abundance, trichoptera$Covariate)
    myPLN <- PLN(Abundance ~ 1 + offset(log(Offset)), data = trichoptera)
    standard_error(myPLN, "wald")

[Package PLNmodels version 0.11.4 Index]