Description Usage Arguments Value Author(s) References See Also Examples
GLMBoost
a convenience wrapper around GAMBoost
, for fitting generalized linear models by likelihood based boosting.
1 |
x |
|
y |
response vector of length |
penalty |
penalty value (scalar or vector of length q) for update of individual linear components in each boosting step. If this is set to |
standardize |
logical value indicating whether linear covariates should be standardized for estimation. |
... |
arguments that should be passed to |
Object returned by call to GAMBoost
(see documentation there), with additional class GLMBoost
.
Harald Binder binderh@uni-mainz.de
Tutz, G. and Binder, H. (2007) Boosting ridge regression. Computational Statistics \& Data Analysis, 51(12), 6044–6059.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ## Generate some data
x <- matrix(runif(100*8,min=-1,max=1),100,8)
eta <- -0.5 + 2*x[,1] + 4*x[,3]
y <- rbinom(100,1,binomial()$linkinv(eta))
## Fit a model with only linear components
gb1 <- GLMBoost(x,y,penalty=100,stepno=100,trace=TRUE,family=binomial())
# Inspect the AIC for a minimum
plot(gb1$AIC)
# print the selected covariates, i.e., covariates with non-zero estimates
getGAMBoostSelected(gb1)
## Make the first two covariates mandatory
gb2 <- GLMBoost(x,y,penalty=c(0,0,rep(100,ncol(x)-2)),
stepno=100,family=binomial(),trace=TRUE)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.