Bias-corrected Standard Error for Regression Parameters

Compute bias-corrected standard error for regression parameters in the context of clustered observations for an object of mcglm class. It is also robust and has improved finite sample properties.

mc_bias_corrected_std(object, id)

Arguments

object	an object of mcglm class.
id	a vector which identifies the clusters. The length and order of id should be the same as the number of observations. The data set are assumed to be sorted so that observations on a cluster are contiguous rows for all entities.

Source

Nuamah, I. F. and Qu, Y. and Aminu, S. B. (1996). A SAS macro for stepwise correlated binary regression. Computer Methods and Programs in Biomedicine 49, 199--210.

Value

A variance-covariance matrix. Note that the function assumes that the data are in the correct order.

See also

mc_robust_std.