https://link.springer.com/article/10.1007/s11222-005-4069-4
https://statomics.github.io/SGA2019/assets/poissonIRWLS-implemented.html#variance-covariance-matrix-of-the-model-parameters
Usage
calc_vcov(y, X, beta, stratum_vector)
Arguments
- y
a vector of outcomes
- X
a matrix of predictors, typically the crossbasis output
- beta
a vector of coefficients
- stratum_vector
a vector describing the stratum
Details
and extended to multi-nomial case, with help from an LLM, confirmed it works.
here are other refs
https://doi.org/10.1111/j.2517-6161.1996.tb02079.x
https://doi.org/10.1093/biomet/68.2.563