The component estimating function is \(\delta(b)=\frac{\dot{\mu}(x^T b)}{\mu(x^T b)[1-\mu(x^T b)]}[y-\mu(x^T b)]w x\). Here, \(\mu\) is the inverse of the link function. In "logit" case, it can be simplified.

est_fun(y, X, b, link, w = NULL)

Arguments

y

numeric A vector of pseudo observations.

X

matrix The pairwise difference of original design matrix.

b

numeric The PIM parameter.

link

character The link function: "logit", or "probit".

w

numeric The weights, default is NULL.

Value

matrix A n^2 x p matrix contains the n^2 transposed estimating fun.