Is there a function that provides the Fisher information matrix for a generalized linear model? I do not see how to access the off-diagonal matrix elements of the value returned by glm. (I'm particularly interested in logistic regression.)
If not, what is a good way to use R to compute Hessians or other partial derivatives of log likelihoods? I would appreciate any guidance. David _______________________________________ David R. Bickel http://davidbickel.com Research Scientist Pioneer Hi-Bred International (DuPont) Bioinformatics 7200 NW 62nd Ave.; PO Box 184 Johnston, IA 50131-0184 515-334-4739 Tel 515-334-4473 Fax [EMAIL PROTECTED] This communication is for use by the intended recipient and ...{{dropped}} ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
