bsw: Fitting a log-binomial model using the...

In BSW: Fitting a Log-Binomial Model using the Bekhit-Schöpe-Wagenpfeil (BSW) Algorithm

Description

bsw() fits a log-binomial model using a modified Newton-type algorithm (BSW algorithm) for solving the maximum likelihood estimation problem under linear inequality constraints.

Usage

bsw(formula, data, maxit = 200L)

Arguments

formula	An object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.
data	A data frame containing the variables in the model.
maxit	A positive integer giving the maximum number of iterations.

Value

An object of S4 class "bsw" containing the following slots:

call	An object of class "call".
formula	An object of class "formula".
coefficients	A numeric vector containing the estimated model parameters.
iter	A positive integer indicating the number of iterations.
converged	A logical constant that indicates whether the model has converged.
y	A numerical vector containing the dependent variable of the model.
x	The model matrix.
data	A data frame containing the variables in the model.

Author(s)

Adam Bekhit, Jakob Schöpe

References

Wagenpfeil S (1996) Dynamische Modelle zur Ereignisanalyse. Herbert Utz Verlag Wissenschaft, Munich, Germany

Wagenpfeil S (1991) Implementierung eines SQP-Verfahrens mit dem Algorithmus von Ritter und Best. Diplomarbeit, TUM, Munich, Germany

Examples

set.seed(123)
x <- rnorm(100, 50, 10)
y <- rbinom(100, 1, exp(-4 + x * 0.04)) 
fit <- bsw(formula = y ~ x, data = data.frame(y = y, x = x))
summary(fit)

Example output

Loading required package: Matrix
Loading required package: matrixStats
Loading required package: quadprog
Call:
bsw(formula = y ~ x, data = data.frame(y = y, x = x))

Convergence: TRUE
Coefficients:
               Estimate Std. Error   z value    Pr(>|z|)        RR         2.5%
(Intercept) -4.18775672 1.50865369 -2.775824 0.005506205 0.0151803 0.0007890636
x            0.04221886 0.02707557  1.559297 0.118926114 1.0431227 0.9892103412
                97.5%
(Intercept) 0.2920443
x           1.0999734

Iterations: 4 

BSW documentation built on March 22, 2021, 5:07 p.m.