Jackknife and infinitesimal jackknife for clustered data glms

Usage

jack.glm(glm.obj, groups)
infjack.glm(glm.obj,groups)

Arguments

glm.obj A generalised linear model object
groups A vector of group identifiers

Description

Computes the jackknife or infinitesimal jackknife variance estimators for the generalised linear model, resampling whole groups as specified by the groups argument. The infinitesimal jackknife is equivalent to the information sandwich variance estimator used in GEE models.

Value

A covariance matrix

Author(s)

Thomas Lumley

See Also

lele.glm,gee,weave.trunc,xeffect.glm

Examples