fitNB2: Internal function: Fits a NB2 regression via maximum...

In WALS: Weighted-Average Least Squares Model Averaging

Internal function: Fits a NB2 regression via maximum likelihood with log-link for mean and dispersion parameter.

Description

Internal fitting function for NB2 regression models. Used for fitting the starting values of the one-step ML estimators in walsNB. Only works with log-link so far, no other links tested.

Usage

fitNB2(X, Y, family, control = controlNB())

Arguments

X	Design matrix.
Y	Count response vector.
family	Object of class "familyNBWALS" generated by negbinWALS.
control	List of parameters for controlling the optimization process. Use controlNB to generate the list.

Details

The available parameters for controlling the optimization are documented in controlNB.

Value

A list with the following elements

coefficients	fitted coefficients from NB2 regression
theta	fitted dispersion parameter from NB2 regression
convergence	0 indicates successful completion. All error codes except for 99 are generated by optim. Possible error codes are 1 indicates that the iteration limit maxit had been reached. 10 degeneracy of the Nelder-Mead simplex. 51 warning from "L-BFGS-B" method; see component message for further details. 52 error from "L-BFGS-B" method; see component message for further details. 99 (only possible if controlNB(initMASS = TRUE)) indicates convergence issues in glm.nb.
ll	log-likelihood of fitted NB2 regression model
message	If controlNB(initMASS = FALSE), character string giving any additional information returned by the optimizer, else NULL.
start	If controlNB(initMASS = FALSE), contains a vector with the starting values used for optim.

See Also

controlNB, negbinWALS, glm.nb, optim.

WALS documentation built on June 22, 2024, 9:42 a.m.