weibullRff: Distribution-specified quantile regression: 2-parameter...

In VGAMextra: Additions and Extensions of the 'VGAM' Package

Distribution–specified quantile regression: 2–parameter Weibull Distribution

Description

Estimates the 2–parameter Weibull distribution by maximum likelihood. An extension of weibullR from VGAM. Weibull quantile regression and Weibull–mean modelling are also handled via the first linear predictor.

Usage

    
     weibullRff(link1 = c("loglink", "weibullMlink", "weibullQlink")[1],
                lshape = "loglink", percentile = 50,
                imu = NULL, iscale = NULL, ishape = NULL,
                lss = TRUE, nrfs = 1, probs.y = c(0.2, 0.5, 0.8),
                imethod = 1, zero = "shape")
             

Arguments

link1	Link function for the first linear predictor. Default is link1 = "loglink", mimicking weibullR. The other options are the 2–parameter weibullQlink, applied to the Weibull quantile function, and the 2–parameter weibullMlink, applied to the Weibull mean function. See below for more details.
percentile	Numeric. A vector with the percentiles of interest, between 0 and 100. Used only in Weibull quantile regression, that is, when link1 = "weibullQlink".
lshape,imu, iscale, ishape, lss, nrfs, probs.y, imethod	Same as weibullR.
zero	Specifies the parameters to be modelled as intercept–only. Further details below. See CommonVGAMffArguments.

Details

weibullRff is a modified version of weibullR adapted to handle weibullQlink and weibullMlink, two 2-parameter linear predictors that model the Weibull mean and quantiles respectively. The underlying density is the ordinary scale(\beta) & shape(\alpha) Weibull density (see weibullR).

The second linear predictor is always \eta_2 = \log~\alpha. The argument link1 handles the first linear predictor.

** Mimicking weibullR **

The default is link1 = "loglink", i.e., \eta_1 = \log~\beta = \log~scale, and \eta_2 = \log~\alpha = \log~shape, as with weibullR. The mean (\mu) is returned as the fitted value.

** Weibull quantile regression **

For Weibull quantile regression set link1 = "weibullQlink" and enter a numeric vector of percentiles of interest via percentile. See examples.

NOTE: Enter the response using Q.reg. See example below. The Weibull quantiles are returned as the fitted values.

** Weibull-mean modelling **

For Weibull-mean modelling (viz. mean time to failure) set link1 = "weibullMlink". The mean (\mu) is returned as the fitted value.

Value

An object of class "vglm". See vglm-class for full details.

Note

The parameters \alpha and \beta match the arguments shape and scale from rweibull.

Multiple responses are handled.

This VGAM family function does not handle censored data.

Author(s)

V. Miranda and Thomas W. Yee.

References

Miranda & Yee (2021) Two–Parameter Link Functions, With Application to Negative Binomial, Weibull and Quantile Regression. In preparation.

See Also

Q.reg, weibullQlink, weibullMlink, weibullR, gamma, CommonVGAMffArguments.

Examples

## Not run: 
set.seed(18121)
nn <- 300
x2 <- sort(runif(nn, 0, 3))  # Predictor/covariate.
bb <- exp(1.1 + 0.2 * x2)    # Scale parameter as function of x2.
aa <- exp(1.0 - 0.35 * x2)     # Shape parameter as function of x2.
mymu <- bb * gamma(1 + 1/aa)  # The Weibull mean.

## Use weibullMlink to generate appropriate scale parameter.
newbb <- weibullMlink(theta = log(mymu), shape = aa, inverse = TRUE, deriv = 0)

## A single random response
wdata <- data.frame(y1 = rweibull(nn, shape = aa, scale = newbb), x2 = x2)

# Plotting the data / Histogram
plot(y1  ~ x2, xlim = c(0, 3.1), ylim = c(-1, 35),
     pch = 20, data = wdata, col = "black", 
     main = "Weibull Quantile regression~ x2")
abline(h = 0, v = 0, col = "grey", lty = "dashed")
with(wdata, hist(y1, col = "red", breaks = 15))

## Weibull regression - percentile = c(25, 50, 75)
## Note the use of Q.reg.
fit1 <- vglm(Q.reg(y1, length.arg = 3) ~ x2, 
             weibullRff(link1 = "weibullQlink", zero = NULL,
                                 percentile = c(25, 50, 75)), 
             trace = TRUE, data = wdata)
head(fitted(fit1))
summary(fit1)
my.coef3Q <- coef(fit1, mat = TRUE)

### Proportion of data below the estimated 25% Quantile line.
100 * (1 - (sum(wdat$y1 >= fitted(fit2)[, 1]) / nn))  # Around 25%
### Proportion of data below the estimated 50% Quantile line.
100 * (1 - (sum(wdat$y1 >= fitted(fit2)[, 2]) / nn))   # Around 50%
### Proportion of data below the estimated 75% Quantile line.
100 * (1 - ( sum(wdat$y1 >= fitted(fit2)[, 3]) / nn ))   # Around 75%

## The quantile plots ##
my.coef3Q <- coef(fit2, matrix = TRUE)
with(wdat, lines(x2, exp(my.coef3Q[1, 1] + my.coef3Q[2, 1] * x2), 
                    col = "red", lty = "dotted", lwd = 4))
with(wdat, lines(x2, exp(my.coef3Q[1, 3] + my.coef3Q[2, 3] * x2), 
                 col = "orange", lty = "dotted", lwd = 4))
with(wdat, lines(x2, exp(my.coef3Q[1, 5] + my.coef3Q[2, 5] * x2), 
                 col = "blue", lty = "dotted", lwd = 4))

## Adding the 'mean' or expected Weibull regression line.
fit2 <- vglm(y1 ~ x2, 
             weibullRff(link1 = "weibullMlink", zero = NULL), 
             trace = TRUE, data= wdat)
my.coef3Q <- coef(fit2, mat = TRUE)
with(wdat, lines(x2, exp(my.coef3Q[1, 1] + my.coef3Q[2, 1] * x2), 
                 col = "yellow", lty = "dashed", lwd = 3))


legend("topleft", c("25h Perc", "50th Perc", "Mean", "75th Perc"),
       col = c("red", "orange", "cyan", "blue"),
       lty = c("dashed", "dashed", "dashed", "dashed"), lwd = rep(4, 4))
     
## End(Not run)

VGAMextra documentation built on Nov. 2, 2023, 5:59 p.m.