Fisher Information Matrix (FIM) for a logistic model and weights equal to 1

Fisher Information Matrix (FIM) for a logistic model and weights equal to 1

Usage

Fisher_Information_Matrix(prob, Z, maskSubset = !logical(nrow(Z)))

Arguments

prob

probability to answer. Can be true or estimated. Can be equal to NA for the units that are not in the subset defined by maskSubset (numeric vector of size N the size of the population).

Z

design matrix. The rows corresponding to the units that are not in the subset can contain NA (numeric matrix with N rows and q columns).

maskSubset

mask indicating which unit should be used in the calculation of the FIM. Default to the entire set (logical vector of size N).

Value

the Fisher Information Matrix or its estimation (numeric matrix of order q).