Meat of U sandwich estimator

Meat of U sandwich estimator

sandwich_meat(y, X, b, link, w)

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 x p matrix.