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# Poisson maximum likelihood function J Hilbe and A Robinson 11Apr 2010, 10Jul 2011
ml.pois <- function(formula, data, offset = 0, start = NULL, verbose = FALSE) {
mf <- model.frame(formula, data)
mt <- attr(mf, "terms")
y <- model.response(mf, "numeric")
poisX <- model.matrix(formula, data = data)
pois.reg.ml <- function(b.hat, X, y) {
xb.hat <- X %*% b.hat + offset
mu.hat <- exp(xb.hat)
sum(dpois(y,
lambda = mu.hat,
log = TRUE))
}
if (is.null(start))
start <- c(-1, rep(0, ncol(poisX) - 1))
fit <- optim(start,
pois.reg.ml,
X = poisX,
y = y,
control = list(
fnscale = -1,
maxit = 10000),
hessian = TRUE
)
if (verbose | fit$convergence > 0) print(fit)
beta.hat <- fit$par
se.beta.hat <- sqrt(diag(solve(-fit$hessian)))
results <- data.frame(Estimate = beta.hat,
SE = se.beta.hat,
Z = beta.hat / se.beta.hat,
LCL = beta.hat - 1.96 * se.beta.hat,
UCL = beta.hat + 1.96 * se.beta.hat)
rownames(results) <- colnames(poisX)
results <- results[c(2:nrow(results), 1),]
return(results)
}
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