TABLE OF CONTENTS

fortran/fmkstderr [ Methods ]

NAME

  fmkstderr --- compute standard errors

FUNCTION

Compute regressin parameter standard errors using the full sensitivity matrix. See also the R function fmkstderr.

SYNOPSIS

1198       subroutine fmkstderr(Smat,B,index1,index2,Z,Zd,alphars,alpharsd,
1199      $ as,asd,betahat,betadhat,times1,times2,pi,qi,ri,si,wi,wij,zij,
1200      $ sig2,sig2d,nu2,nu2d,theta,ncovs1,ncovs2,nr,ns,nsd,np,npd,
1201      $ d1,d2,m,Ji,maxj,Kcum,Kdcum)

INPUTS

   Too many to list, but analogous to those in other routines in
   this file. Inputs appended with d refer to process 2.
   B       np+npd vector with 1 in the position of coefficients

OUTPUTS

   Smat    matrix of size ncovs1+ncovs2 x ncovs2+ncovs2
           sensitivity matrix
   B       standard errors of regression coefficients in positions
           that were 1 in the input

SOURCE

1203       double precision pi(m),qi(m),ri(m),si(m),wi(m),
1204      $  wij(m,maxj),zij(m,maxj)
1205       double precision sig2,sig2d,nu2,nu2d,theta
1206       integer d1,d2,m,Ji(m),maxj,ncovs1,ncovs2,nr,ns,nsd,np,npd
1207       double precision Smat(np+npd,np+npd)
1208       double precision B(np+npd,ncovs1+ncovs2)
1209       double precision as(nr,ns), asd(nr,nsd)
1210       double precision alphars(nr,ns),alpharsd(nr,nsd)
1211       double precision betahat(ncovs1),betadhat(ncovs2)
1212       integer index1(d1,6),index2(d2,6)
1213       double precision Z(d1,ncovs1)
1214       double precision Zd(d2,ncovs2)
1215       double precision times1(d1),times2(d2)
1216       integer Kcum(nr+1), Kdcum(nr+1)
1217       double precision bZd,bZ,mu,eta,w,wj,time,thisA
1218       integer i,ind,r,iind0,iind1,iind0d,iind1d,s,bst,bdst,sind
1219       integer INFO
1220 
1221       call fmksens2full(Smat,index1,index2,Z,Zd,alphars,alpharsd,
1222      $ as,asd,betahat,betadhat,times1,times2,pi,qi,ri,si,wi,wij,zij,
1223      $ sig2,sig2d,nu2,nu2d,theta,ncovs1,ncovs2,nr,ns,nsd,np,npd,
1224      $ d1,d2,m,Ji,maxj,Kcum,Kdcum)
1225  
1226       call dscal((np+npd)*(np+npd),-1.d0,Smat,1)
1227      
1228       call dposv('u',np+npd,ncovs1+ncovs2,Smat,np+npd,B,
1229      $ np+npd,INFO)
1230       
1231       end