Description Usage Arguments Details Value Author(s) References Examples
This function does a logistic regression between a dependent variable y and some independent variables x, and solves the separation problem in this type of regression using ridge regression and penalization.
1 | polylogist(y, x, penalization = 0.2, cte = TRUE, tol = 1e-04, maxiter = 200, show = 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 |
Tolerance for the iterations. |
maxiter |
Maximum number of iterations. |
show |
Should the iteration history be printed?. |
The problem of the existence of the estimators in logistic regression can be seen in Albert (1984), a solution for the binary case, based on the Firth's method, Firth (1993) is proposed by Heinze(2002). The extension to nominal logistic model was made by Bull (2002). All the procedures were initially developed to remove the bias but work well to avoid the problem of separation. Here we have chosen a simpler solution based on ridge estimators for logistic regression Cessie(1992).
Rather than maximizing L_j (G | b_j0 , B_j) we maximize
L_j(G|b_jo,B_j)-λ(||b_j0|| + ||B_j||)
Changing the values of λ we obtain slightly different solutions not affected by the separation problem.
An object of class "polylogist"
. This has 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 |
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]
nomreg = polylogist(depVar,mca$RowCoordinates[,1:2],penalization=0.1)
nomreg
|
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
attr(,"class")
[1] "polylogist"
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