Report uncertainty of the estimated smoothing parameters or variances
sdreport_outer.RdComputes standard deviations for the smoothing parameters of a model object returned by qreml using the delta method.
Arguments
- mod
model object as returned by
qreml- invert
optional logical; if
TRUE, the inverse smoothing parameters (variances) are returned along with the transformed standard deviations obtained via the delta method.
Value
list containing report matrix summarising parameters and standard deviations as well as the outer Hessian matrix.
Details
The computations are based on the approximate gradient of the restricted log likelihood. The outer Hessian w.r.t. the log smoothing parameters is computed by central differencing of this gradient, and the standard deviations of the smoothing parameters, or of their inverses (variances), are obtained from it using the delta method.