irls.nb.1 | R Documentation |
Estimate the regression coefficients in an NB GLM model with known dispersion parameters
irls.nb.1(y, s, x, phi, beta0 = rep(NA, p), mustart = NULL, maxit = 50, tol.mu = 0.001/length(y), print.level = 0)
y |
an n vector of counts |
s |
a scalar or an n vector of effective library sizes |
x |
an n by p design matrix |
phi |
a scalar or an n-vector of dispersion parameters |
mustart |
starting values for the vector of means |
beta0 |
a vector specifying known and unknown components of the regression coefficients: non-NA components are hypothesized values of beta, NA components are free components |
maxit |
maximum number of iterations |
tol.mu |
a number, convergence criteria |
print.level |
a number, print level |
This function estimates the regression coefficients using
iterative reweighted least squares (IRLS) algorithm, which
is equivalent to Fisher scoring. The implementation is
based on glm.fit
.
Users can choose to fix some regression coefficients by
specifying beta0
. (This is useful when fitting a
model under a null hypothesis.)
a list of the following components:
beta |
a p-vector of estimated regression coefficients |
mu |
an n-vector of estimated mean values |
conv |
logical. Was the IRLS algorithm judged to have converged? |
zero |
logical. Was any of the fitted mean close to 0? |
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