profilevglm: Method for Profiling vglm Objects

In VGAM: Vector Generalized Linear and Additive Models

Method for Profiling vglm Objects

Description

Investigates the profile log-likelihood function for a fitted model of class "vglm".

Usage

profilevglm(object, which = 1:p.vlm, alpha = 0.01,
            maxsteps = 10, del = zmax/5, trace = NULL, ...)

Arguments

object	the original fitted model object.
which	the original model parameters which should be profiled. This can be a numeric or character vector. By default, all parameters are profiled.
alpha	highest significance level allowed for the profiling.
maxsteps	maximum number of points to be used for profiling each parameter.
del	suggested change on the scale of the profile t-statistics. Default value chosen to allow profiling at about 10 parameter values.
trace	logical: should the progress of profiling be reported? The default is to use the trace value from the fitted object; see vglm.control for details.
...	further arguments passed to or from other methods.

Details

This function is called by confintvglm to do the profiling. See also profile.glm for details.

Value

A list of classes "profile.glm" and "profile" with an element for each parameter being profiled. The elements are data-frames with two variables

par.vals	a matrix of parameter values for each fitted model.
tau	the profile t-statistics.

Author(s)

T. W. Yee adapted this function from profile.glm, written originally by D. M. Bates and W. N. Venables. (For S in 1996.) The help file was also used as a template.

See Also

vglm, confintvglm, lrt.stat, profile, profile.glm, plot.profile in MASS or stats.

Examples

pneumo <- transform(pneumo, let = log(exposure.time))
fit1 <- vglm(cbind(normal, mild, severe) ~ let, propodds,
             trace = TRUE, data = pneumo)
pfit1 <- profile(fit1, trace = FALSE)
confint(fit1, method = "profile", trace = FALSE)

VGAM documentation built on Sept. 18, 2024, 9:09 a.m.