[R] nonlinear model: pseudo-design matrix

From: Murray Jorgensen <maj_at_stats.waikato.ac.nz>
Date: Tue 14 Feb 2006 - 13:07:52 EST

Given a nonlinear model formula and a set of values for all the parameters defining a point in parameter space, is there a neat way to extract the pseudodesign matrix of the model at the point? That is the matrix of partial derivatives of the fitted values w.r.t. the parameters evaluated at the point.

(I have figured out how to extract the gradient information from an nls fitted model using the nlsModel part, but I wish to implement a score test, so I need to be able to extract the information at points other than the mle.)

Thanks, Murray Jorgensen

Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj@waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    Home +64 7 825 0441    Mobile 021 1395 862

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Received on Tue Feb 14 13:12:23 2006

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