Fits a loglinear model to two binary responses.
Which linear/additive predictors are modelled as
The model is
P(Y1=y1,Y2=y2) = exp(u0 + u1*y1 + u2*y2 + u12*y1*y2)
where y1 and y2 are 0 or 1, and the parameters are u1, u2, u12. The normalizing parameter u0 can be expressed as a function of the other parameters, viz.,
u0 = -log[1 + exp(u1) + exp(u2) + exp(u1 + u2 + u12)].
The linear/additive predictors are (eta1,eta2,eta3) = (u1,u2,u12).
An object of class
The object is used by modelling functions such as
When fitted, the
fitted.values slot of the object contains the
four joint probabilities, labelled as
(Y1,Y2) = (0,0), (0,1), (1,0), (1,1), respectively.
The response must be a two-column matrix of ones and zeros only.
This is more restrictive than
which can handle more types of input formats.
Note that each of the 4 combinations of the multivariate response
need to appear in the data set.
After estimation, the response attached to the object is also a
two-column matrix; possibly in the future it might change into a
Thomas W. Yee
Yee, T. W. and Wild, C. J. (2001). Discussion to: “Smoothing spline ANOVA for multivariate Bernoulli observations, with application to ophthalmology data (with discussion)” by Gao, F., Wahba, G., Klein, R., Klein, B. Journal of the American Statistical Association, 96, 127–160.
McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models, 2nd ed. London: Chapman & Hall.
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coalminers <- transform(coalminers, Age = (age - 42) / 5) # Get the n x 4 matrix of counts fit0 <- vglm(cbind(nBnW,nBW,BnW,BW) ~ Age, binom2.or, data = coalminers) counts <- round(c(weights(fit0, type = "prior")) * depvar(fit0)) # Create a n x 2 matrix response for loglinb2() # bwmat <- matrix(c(0,0, 0,1, 1,0, 1,1), 4, 2, byrow = TRUE) bwmat <- cbind(bln = c(0,0,1,1), wheeze = c(0,1,0,1)) matof1 <- matrix(1, nrow(counts), 1) newminers <- data.frame(bln = kronecker(matof1, bwmat[, 1]), wheeze = kronecker(matof1, bwmat[, 2]), wt = c(t(counts)), Age = with(coalminers, rep(age, rep(4, length(age))))) newminers <- newminers[with(newminers, wt) > 0,] fit <- vglm(cbind(bln,wheeze) ~ Age, loglinb2(zero = NULL), weight = wt, data = newminers) coef(fit, matrix = TRUE) # Same! (at least for the log odds-ratio) summary(fit) # Try reconcile this with McCullagh and Nelder (1989), p.234 (0.166-0.131) / 0.027458 # 1.275 is approximately 1.25
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