imxRobustSE {OpenMx}R Documentation



This is an internal function exported for those people who know what they are doing.


imxRobustSE(model, details = FALSE)



An OpenMx model object that has been run


logical. whether to return the full parameter covariance matrix


This function computes robust standard errors via a sandwich estimator. The "bread" of the sandwich is the numerically computed inverse Hessian of the likelihood function. This is what is typically used for standard errors throughout OpenMx. The "meat" of the sandwich is the covariance matrix of the numerically computed row derivatives of the likelihood function (i.e. row gradients).

When details=FALSE, only the standard errors are returned. When details=TRUE, a list with named elements SE and cov is returned. The SE element is the vector of standard errors that is also returned when details=FALSE. The cov element is the full covariance matrix of the parameter estimates. The square root of the diagonal of cov gives the standard errors.

This function may not work correctly if 'model' is a multigroup model. This function also does not correctly handle multilevel data.

[Package OpenMx version 2.7.16 Index]