StagedChoiceSplineMix: Performs iterations between an EM algorithm for a mixture of...

In StagedChoiceSplineMix: Mixture of Two-Stage Logistic Regressions with Fixed Candidate Knots

Description

The function performs iterations between an EM algorithm for a mixture of two-stage logistic regressions with fixed candidate knots and knot movements. The function generates candidate knots for each splined variable. Three sub-functions (gen.init,twostglogitregmixEM,move.knot) are used within the function.

Usage

StagedChoiceSplineMix(data = NULL, M = 100, sp.cols = NULL,
  num.knots = NULL, sp.knots = NULL, betab = NULL, betaw = NULL,
  lambda = NULL, k = 2, nst = 20, epsilon = 1e-06, maxit = 500,
  maxrestarts = 100, maxer = 20)

Arguments

data	Raw data for StagedChoiceSplineMix Format 1st column: id 2nd column: the 1st stage binary variable (browsing) 3rd column: the 2nd stage binary variable (writing) conditional on the 1st stage binary variable. It should be left blank (or NA) if 1st stage variable is equal to 0 The rest of columns: covariates including splined variables See Format(below) for details
M	number of iterations (def: 100)
sp.cols	vector of column numbers of splined variables in a data set (if sp.col is 0, twostglogitregmixEM function should be used)
num.knots	vector of numbers of knot candidates for splined variables. (def: a vector all of whose entries are "19")
sp.knots	list of knot configurations. For each splined variable, a knot configuration is a k by 4 matrix whose rows represent latent classes and columns represent knots [browsing knot 1, browsing knot 2, writing knot 1, writing knot 2]. (def: approximately 1/3 and 2/3 of knot candidates for knot 1 and knot 2 respectively)
betab	matrix of starting points for betab (browsing parameters). If not given, gen.init generates starting points.
betaw	matrix of starting points for betaw (writing parameters). If not given, gen.init generates starting points.
lambda	vector of starting points for lambda (membership proportion). If not given, gen.init generates starting points
k	number of latent classes (def: 2)
nst	number of random multiple starting points to try given a knot configuration. For each knot configuration, the output with the largest log-likelihood is stored among nst trials. (def: 20)
epsilon	stopping tolerance for the EM algorithm. (def:1e-06)
maxit	maximum number of the EM iterations allowed. If convergence is not declared before maxit, the EM algorithm stops with an error message and generates new starting points. (def: 500)
maxrestarts	maximum number of restarts (due to a singularity problem) allowed in the EM iterations. If convergence is not declared before maxrestarts, the algorithm stops with an error message and generates new starting points. (def: 100)
maxer	maximum number of errors allowed within a given knot configuration. If convergence is not declared before maxer, it tries a new knot configuration. (def: 20)

Format

The simulated data(simdata) in the examples is generated using information below:

1. User identifier: userid

• Number of users: 700

• Number of observations per user: 200

2. Dependent variables:

• browsed: 1st stage binary dependent variable

• wrote: 2nd stage binary dependent variable

3. Covariates:

• x1 (discrete variable): random draws from a binomial distribution with 0.7 success probability

• sp1 (splined variable): random draws from a uniform distribution between -2 and 2

4. Number of latent classes: 3

5. True parameters:

i.Betab(browsing)

	Class1	Class2	Class3
intercept	1.5	2	0.3
x1	-0.2	-0.1	0.6
sp1	-2.5	0.5	1
sp1 knot1	3	-1	1
sp1 knot2	2	-0.5	-1.5

ii.Betaw(writing)

	Class1	Class2	Class3
intercept	-2	-1	0.3
x1	-0.3	-0.2	0.2
sp1	-3	-2	0
sp1 knot1	3	2	-1.5
sp1 knot2	3	2	-1

iii.Lambda(membership proportion)

Class1	Class2	Class3
0.3	0.3	0.4

6. True knot configuration:
19 candidate knots for sp1 (20-iles)

	knot1(browsing)	knot2(browsing)	knot1(writing)	knot2(writing)
Class1	8	14	4	11
Class2	5	15	5	12
Class3	5	13	7	14

Value

StagedChoiceSplineMix returns a list of the following items:

best: best output, i.e., that giving the largest log-likelihood among M outputs.

• best$loglik: log-likelihood

• best$betab: parameter estimates of betab

• best$betaw: parameter estimates of betaw

• best$lambda: parameter estimates of lambda

• best$sp.knots: knot configuration

loglike: vector of log-likelihoods for M outputs.

References

Bruch, E., F. Feinberg, K. Lee (in press), "Detecting Cupid's Vector: Extracting Decision Rules from Online Dating Activity Data," Proceedings of the National Academy of Sciences.

See Also

gen.init move.knot twostglogitregmixEM
"mixtools" package version 1.0.3

Examples

#######################################
###### 1. Generate data (simdata) #####
set.seed(77)
k<-3

betab<-matrix(c(1.5,2.0,0.3,-0.2,-0.1,0.6,-2.5,0.5,1,3,-1,1,2,-0.5,-1.5),5,k,byrow=TRUE)
betaw<-matrix(c(-2.0,-1,0.3,-0.3,-0.2,0.2,-3,-2,0,3,2,-1.5,3,2,-1),5,k,byrow=TRUE)
sp1.knots<-matrix(c(8,14,4,11,5,15,5,12,5,13,7,14),3,4,byrow=TRUE)
lambda<-c(0.3,0.3,0.4)

# Large data set
#n_id<-700
#nobsb<-200

# Small data set
n_id<-100
nobsb<-100

nb<-n_id*nobsb

idb <- rep(1:n_id, each=nobsb)

xb.1<-rbinom(nb,size=1,prob=0.7)
xb.com<-cbind(1,xb.1)
xb.sp1<-runif((nb),-2,2)
xb<-cbind(xb.com,xb.sp1)

sp1.mat.b<- matrix(double(20*nb),ncol=20)
sp1.mat.b[,1]<-xb.sp1
sp1.quan<-quantile(xb.sp1,c(0.05,0.1,0.15,0.2,0.25,0.3,0.35,0.4,0.45,0.5,
0.55,0.6,0.65,0.7,0.75,0.8,0.85,0.9,0.95))

for (i in 1:19){
   sp1.mat.b[,(i+1)]<-xb.sp1-sp1.quan[i]
}
sp1.mat.b[sp1.mat.b<0]<-0
sp1.mat.b[,1]<-xb.sp1

xb.class<-list()
for (i in 1:k){
  xb.class[[i]]<-cbind(xb.com,sp1.mat.b[,1],sp1.mat.b[,(sp1.knots[i,1:2])+1])
}

xbetab<-matrix(double(nb*k),ncol=k)
for (i in 1:k){
  xbetab[,i]<-data.matrix(xb.class[[i]])%*%betab[,i]
}

num.idb<-as.vector(ddply(data.frame(idb),"idb",count)[,-1])

w<-sample(c(1:k), n_id, replace = TRUE, prob = lambda)
wb<-rep(w,num.idb)
yb.temp<-matrix(double(nb*k),ncol=k)

for (i in 1:k){
  yb.temp[,i]<-rbinom((nb), size = 1, prob = (1/(1+exp(-xbetab[, i]))))
}
yb<-sapply(1:nb, function(i) yb.temp[i,wb[i]])

idw<-idb[yb==1]
nw<-length(idw)
sp1.mat.w<-sp1.mat.b[yb==1,]
xw.com<-xb.com[yb==1,]
xw<-xb[yb==1,]

xw.class<-list()
for (i in 1:k){
  xw.class[[i]]<-cbind(xw.com,sp1.mat.w[,1],sp1.mat.w[,(sp1.knots[i,3:4])+1])
}

xbetaw<-matrix(double(nw*k),ncol=k)
for (i in 1:k){
  xbetaw[,i]<-data.matrix(xw.class[[i]])%*%betaw[,i]
}

num.idw<-as.vector(ddply(data.frame(idw),"idw",count)[,-1])
ww<-wb[yb==1]

yw.temp<-matrix(double(nw*k),ncol=k)
for (i in 1:k){
  yw.temp[,i]<-rbinom((nw), size = 1, prob = (1/(1+exp(-xbetaw[, i]))))
}
yw<-sapply(1:nw, function(i) yw.temp[i,ww[i]])

yb.aug<-cbind(1:length(yb),yb)
yw.aug<-cbind(which(yb==1),yw)

colnames(yb.aug)[1]<-"num"
colnames(yw.aug)[1]<-"num"

ybyw<-merge(yb.aug,yw.aug, all = TRUE)[,-1]

simdata<-cbind(idb,ybyw,xb.1,sp1.mat.b[,1])
simdata[is.na(simdata)]<-""
simdata[,3]<-as.integer(simdata[,3])
colnames(simdata)[1]<-"userid"
colnames(simdata)[2]<-"browsed"
colnames(simdata)[3]<-"wrote"
colnames(simdata)[4]<-"x1"
colnames(simdata)[5]<-"sp1"

########################################
##### 2. Run StagedChoiceSplineMix #####
## number of latent classes
set.seed(66)
k<-3

## starting points: true parameters used in the data generation (optional)
betab<-matrix(c(1.5,2.0,0.3,-0.2,-0.1,0.6,-2.5,0.5,1,3,-1,1,2,-0.5,-1.5),5,k,byrow=TRUE)
betaw<-matrix(c(-2.0,-1,0.3,-0.3,-0.2,0.2,-3,-2,0,3,2,-1.5,3,2,-1),5,k,byrow=TRUE)
lambda<-c(0.3,0.3,0.4)

## number of random multiple starting points to try given a knot configuration
nst<-1

## vector of the columns of spline variables in the data set (required)
sp.cols<-5

# vector of the numbers of candidate knots for splined variables (optional)
num.knots<-19

## true knot configuration used in the data generation
sp1.knots<-matrix(c(8,14,4,11,5,15,5,12,5,13,7,14),3,4,byrow=TRUE)

## list of knot configuration of spline variables (optional)
sp.knots<-list(sp1.knots)

## Run "StagedChoiceSplineMix"
out<-StagedChoiceSplineMix(data=simdata, M=1, sp.cols=sp.cols, num.knots, sp.knots,
betab, betaw, lambda, k=k, nst=nst, epsilon=1e-06, maxit=500, maxrestarts=100, maxer=20)

## output
out$loglike  # vector of  M log-likelihoods
out$best$loglik # log-likelihood of the best output
out$best$betab # betab estimates of the best output
out$best$betaw # betaw estimates of the best output
out$best$lambda # lambda estimates of the best output
out$best$sp.knots # knot configuration of the best output

StagedChoiceSplineMix documentation built on May 1, 2019, 6:35 p.m.