Check for identifiability of fixed effects

Calculates the Hessian of the marginal likelihood with respect to fixed effects and identifies parameter combinations associated with near-zero eigenvalues. Such combinations indicate a likelihood ridge and parameters that cannot be uniquely estimated from the model and available data.

Usage

check_estimability(obj, h)

Arguments

obj

A TMB compiled object (class sdreport or ADFun).

h

Optional numeric matrix containing pre-computed Hessian matrix. If missing, the Hessian is computed using optimHess.

Value

A list with components:

Hess

Numeric matrix of the Hessian (second derivatives).

Eigen

Eigen decomposition of the Hessian matrix.

WhichBad

Integer vector of indices for Hessian eigenvalues below sqrt(.Machine$double.eps).

BadParams

Data frame (if non-estimable parameters exist) with columns: Param (parameter names), MLE (maximum likelihood estimates), Param_check (OK or Bad).