Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/qvcalc.BTabilities.R
A method for qvcalc::qvcalc()
to compute a set of quasi variances (and
corresponding quasi standard errors) for estimated abilities from a
Bradley-Terry model as returned by BTabilities()
.
1 2 |
object |
a |
... |
additional arguments, currently ignored. |
For details of the method see Firth (2000), Firth (2003) or Firth and de Menezes (2004). Quasi variances generalize and improve the accuracy of “floating absolute risk” (Easton et al., 1991). This device for economical model summary was first suggested by Ridout (1989).
Ordinarily the quasi variances are positive and so their square roots (the quasi standard errors) exist and can be used in plots, etc.
A list of class "qv"
, with components
covmat |
The full variance-covariance matrix for the estimated abilities. |
qvframe |
A data frame with variables |
dispersion |
|
relerrs |
Relative errors for approximating the standard errors of all simple contrasts. |
factorname |
The name of the ID factor identifying players in the |
coef.indices |
|
modelcall |
The call to |
David Firth
Easton, D. F, Peto, J. and Babiker, A. G. A. G. (1991) Floating absolute risk: an alternative to relative risk in survival and case-control analysis avoiding an arbitrary reference group. Statistics in Medicine 10, 1025–1035.
Firth, D. (2000) Quasi-variances in Xlisp-Stat and on the web. Journal of Statistical Software 5.4, 1–13. https://www.jstatsoft.org/article/view/v005i04.
Firth, D. (2003) Overcoming the reference category problem in the presentation of statistical models. Sociological Methodology 33, 1–18.
Firth, D. and de Menezes, R. X. (2004) Quasi-variances. Biometrika 91, 65–80.
Menezes, R. X. de (1999) More useful standard errors for group and factor effects in generalized linear models. D.Phil. Thesis, Department of Statistics, University of Oxford.
Ridout, M.S. (1989). Summarizing the results of fitting generalized linear models to data from designed experiments. In: Statistical Modelling: Proceedings of GLIM89 and the 4th International Workshop on Statistical Modelling held in Trento, Italy, July 17–21, 1989 (A. Decarli et al., eds.), pp 262–269. New York: Springer.
qvcalc::worstErrors()
, qvcalc::plot.qv()
.
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basbll> ## This reproduces the analysis in Sec 10.6 of Agresti (2002).
basbll> data(baseball) # start with baseball data as provided by package
basbll> ## Simple Bradley-Terry model, ignoring home advantage:
basbll> baseballModel1 <- BTm(cbind(home.wins, away.wins), home.team, away.team,
basbll+ data = baseball, id = "team")
basbll> ## Now incorporate the "home advantage" effect
basbll> baseball$home.team <- data.frame(team = baseball$home.team, at.home = 1)
basbll> baseball$away.team <- data.frame(team = baseball$away.team, at.home = 0)
basbll> baseballModel2 <- update(baseballModel1, formula = ~ team + at.home)
basbll> ## Compare the fit of these two models:
basbll> anova(baseballModel1, baseballModel2)
Analysis of Deviance Table
Response: cbind(home.wins, away.wins)
Model 1: ~team
Model 2: ~team + at.home
Resid. Df Resid. Dev Df Deviance
1 36 44.053
2 35 38.643 1 5.4106
estimate SE quasiSE quasiVar
Baltimore 0.0000000 0.0000000 0.2593386 0.06725653
Boston 1.1438027 0.3378422 0.2179751 0.04751313
Cleveland 0.7046945 0.3350014 0.2234723 0.04993988
Detroit 1.4753572 0.3445518 0.2224204 0.04947085
Milwaukee 1.6195550 0.3473653 0.2258201 0.05099472
New York 1.2813404 0.3404034 0.2189600 0.04794348
Toronto 1.3271104 0.3403222 0.2188008 0.04787379
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