The Jacobian has the generic form \(\dot{\delta}(b) = \frac{\partial}{\partial b^{T}} \delta(b) = \frac{\left(2 \mu y-y-\mu^{2}\right) \dot{\mu}^{2}+\mu(1-\mu)(y-\mu) \ddot{\mu}}{\mu^{2}(1-\mu)^{2}} x x^{T}\).

jac_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 p by p Jacobian matrix of res_fun(...).