ztp.reg: Zero truncated Poisson regression

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

Zero truncated Poisson regression

Description

Zero truncated Poisson regression.

Usage

ztp.reg(y, x, full = FALSE, tol = 1e-07, maxiters = 100)

Arguments

y	The dependent variable, a numerical vector with integer valued numbers.
x	A matrix or a data.frame with the indendent variables.
full	If you want full information (standard errors, Walt test statistics and p-values of the regression coefficients) set this equal to TRUE.
tol	The tolerance value required by the Newton-Raphson to stop.
maxiters	The maximum iterations allowed.

Details

A zero truncated poisson regression model is fitted.

Value

A list including:

be	The regression coefficients if "full" was set to FALSE.
info	This is returned only if "full" was set to TRUE. It is a matrix with the regression coefficients, their standard errors, Walt test statistics and p-values.
loglik	The loglikelihood of the regression model.
iter	The iterations required by the Newton-Raphson.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

See Also

bic.regs

Examples

y <- rpois(100, 5)
y[y == 0] <- 1
x <- matrix( rnorm(100 * 5), ncol = 5 )
mod <- ztp.reg(y, x)

Rfast2 documentation built on May 29, 2024, 8:45 a.m.