computeGamma1r: Internal function: Computes fully restricted one-step ML...
In WALS: Weighted-Average Least Squares Model Averaging

computeGamma1r

R Documentation

Internal function: Computes fully restricted one-step ML estimator for transformed regressors in walsNB

Description

Computes one-step ML estimator of fully restricted model (coefs of transformed regressors of \bar{Z}_1) in walsNB by using SVD on transformed design matrix of the focus regressors \bar{Z}_1. The matrix \bar{Z_1} should have full column rank.

Usage

computeGamma1r(
  U,
  V,
  singularVals,
  ellStart,
  gStart,
  epsilonStart,
  qStart,
  y0Start,
  tStart,
  psiStart
)

Arguments

`U`	Left singular vectors of `\bar{Z}_1` from `svd`.
`V`	Right singular vectors of `\bar{Z}_1` from `svd`.
`singularVals`	Singular values of `\bar{Z}_1` from `svd`.
`ellStart`	Vector `\bar{\ell}` see details.
`gStart`	Derivative of dispersion parameter `\rho` of NB2 with respect to `\alpha = \log(\rho)` evaluated at starting values of one-step ML. `gStart` is a scalar. See section "ML estimation" of \insertCitehuynhwalsnb;textualWALS.
`epsilonStart`	Scalar `\bar{\epsilon}`, see section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for definition.
`qStart`	Vector `\bar{q}`, see section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for definition.
`y0Start`	Vector `\bar{y}_0`, see section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for definition.
`tStart`	Scalar `\bar{t}`, see section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for definition.
`psiStart`	Diagonal matrix `\bar{\Psi}`, see section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for definition.

Details

See section "Simplification for computing \tilde{\gamma}_{1r}" in the appendix of \insertCitehuynhwals;textualWALS for details of the implementation and for the definitions of argument ellStart.

All parameters that contain "start" feature the starting values for the one-step ML estimation of submodels. See section "One-step ML estimator" of \insertCitehuynhwalsnb;textualWALS for details.

Uses svdLSplus under-the-hood.