ols.prop.reg: Distance based regression models for proportions

In Compositional: Compositional Data Analysis

Distance based regression models for proportions

Description

Distance based regression models for proportions.

Usage

ols.prop.reg(y, x, cov = FALSE, tol = 1e-07, maxiters = 100)
helling.prop.reg(y, x, tol = 1e-07, maxiters = 100)

Arguments

y	A numerical vector proportions. 0s and 1s are allowed.
x	A matrix or a data frame with the predictor variables.
cov	Should the covariance matrix be returned? TRUE or FALSE.
tol	The tolerance value to terminate the Newton-Raphson algorithm. This is set to 10^{-9} by default.
maxiters	The maximum number of iterations before the Newton-Raphson is terminated automatically.

Details

We are using the Newton-Raphson, but unlike R's built-in function "glm" we do no checks and no extra calculations, or whatever. Simply the model. The functions accept binary responses as well (0 or 1).

Value

A list including:

sse	The sum of squres of errors for the "ols.prop.reg" function.
be	The estimated regression coefficients.
seb	The standard error of the regression coefficients if "cov" is TRUE.
covb	The covariance matrix of the regression coefficients in "ols.prop.reg" if "cov" is TRUE.
H	The Hellinger distance between the true and the obseervd proportions in "helling.prop.reg".
iters	The number of iterations required by the Newton-Raphson.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Papke L. E. & Wooldridge J. (1996). Econometric methods for fractional response variables with an application to 401(K) plan participation rates. Journal of Applied Econometrics, 11(6): 619–632.

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

See Also

propreg, beta.reg

Examples

y <- rbeta(100, 1, 4)
x <- matrix(rnorm(100 * 2), ncol = 2)
a1 <- ols.prop.reg(y, x)
a2 <- helling.prop.reg(y, x)

Compositional documentation built on Oct. 9, 2024, 5:10 p.m.