| 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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