Description Usage Arguments Value Author(s) References See Also Examples
View source: R/RidgeMultinomialRegression.R
Function that calculates an object with the fitted multinomial logistic regression for a nominal variable. It compares with the null model, so that we will be able to compare which model fits better the variable.
1 2 | RidgeMultinomialRegression(y, x, penalization = 0.2,
cte = TRUE, tol = 1e-04, maxiter = 200, showIter = FALSE)
|
y |
Dependent variable. |
x |
A matrix with the independent variables. |
penalization |
Penalization used in the diagonal matrix to avoid singularities. |
cte |
Should the model have a constant? |
tol |
Value to stop the process of iterations. |
maxiter |
Maximum number of iterations. |
showIter |
Should the iteration history be printed?. |
An object that has the following components:
fitted |
Matrix with the fitted probabilities |
cov |
Covariance matrix among the estimates |
Y |
Indicator matrix for the dependent variable |
beta |
Estimated coefficients for the multinomial logistic regression |
stderr |
Standard error of the estimates |
logLik |
Logarithm of the likelihood |
Deviance |
Deviance of the model |
AIC |
Akaike information criterion indicator |
BIC |
Bayesian information criterion indicator |
NullDeviance |
Deviance of the null model |
Difference |
Difference between the two deviance values |
df |
Degrees of freedom |
p |
p-value asociated to the chi-squared estimate |
CoxSnell |
Cox and Snell pseudo R squared |
Nagelkerke |
Nagelkerke pseudo R squared |
MacFaden |
MacFaden pseudo R squared |
PercentCorrect |
Percentage of correct classifications |
Julio Cesar Hernandez Sanchez, Jose Luis Vicente-Villardon
Maintainer: Julio Cesar Hernandez Sanchez <juliocesar_avila@usal.es>
Albert,A. & Anderson,J.A. (1984),On the existence of maximum likelihood estimates in logistic regression models, Biometrika 71(1), 1–10.
Bull, S.B., Mak, C. & Greenwood, C.M. (2002), A modified score function for multinomial logistic regression, Computational Statistics and dada Analysis 39, 57–74.
Firth, D.(1993), Bias reduction of maximum likelihood estimates, Biometrika 80(1), 27–38
Heinze, G. & Schemper, M. (2002), A solution to the problem of separation in logistic regression, Statistics in Medicine 21, 2109–2419
Le Cessie, S. & Van Houwelingen, J. (1992), Ridge estimators in logistic regression, Applied Statistics 41(1), 191–201.
1 2 3 4 5 6 7 8 9 |
data(HairColor)
data = data.matrix(HairColor)
G = NominalMatrix2Binary(data)
mca=afc(G,dim=2)
depVar = data[,1]
rmr = RidgeMultinomialRegression(depVar,mca$RowCoordinates[,1:2],penalization=0.1)
rmr
|
Loading required package: mirt
Loading required package: stats4
Loading required package: lattice
Loading required package: gmodels
Loading required package: MASS
$fitted
[,1] [,2]
[1,] 0.4489393 0.55106073
[2,] 0.6181331 0.38186685
[3,] 0.6048331 0.39516686
[4,] 0.8674095 0.13259047
[5,] 0.1524386 0.84756143
[6,] 0.2904237 0.70957629
[7,] 0.9398776 0.06012241
$cov
[,1] [,2] [,3]
[1,] 0.7283273 0.1183096 0.1899474
[2,] 0.1183096 1.0690033 0.3295355
[3,] 0.1899474 0.3295355 1.6151088
$Y
[,1] [,2]
[1,] 1 0
[2,] 1 0
[3,] 0 1
[4,] 1 0
[5,] 0 1
[6,] 0 1
[7,] 1 0
$beta
[,1] [,2] [,3]
[1,] -0.3889562 -1.290287 -1.388102
$stderr
[,1] [,2] [,3]
[1,] 0.8534209 1.033926 1.270869
$logLik
[1] -2.923095
$Deviance
[1] 5.84619
$AIC
[1] 11.84619
$BIC
[1] 11.68392
$NullDeviance
[1] 9.562392
$Difference
[1] 3.716202
$df
[1] 2
$p
[1] 0.1559685
$CoxSnell
[1] 0.4119163
$Nagelkerke
[1] 0.5529903
$MacFaden
[1] 0.3886268
$PercentCorrect
[1] 71.42857
attr(,"class")
[1] "polylogist"
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