feglmControl: Set 'feglm' Control Parameters

In alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects

Set feglm Control Parameters

Description

Set and change parameters used for fitting feglm.

Note: feglm.control is deprecated and will be removed soon.

Usage

feglmControl(
  dev.tol = 1e-08,
  center.tol = 1e-08,
  iter.max = 25L,
  limit = 10L,
  trace = FALSE,
  drop.pc = TRUE,
  keep.mx = TRUE,
  conv.tol = NULL,
  rho.tol = NULL,
  pseudo.tol = NULL,
  step.tol = NULL
)

feglm.control(...)

Arguments

dev.tol	tolerance level for the first stopping condition of the maximization routine. The stopping condition is based on the relative change of the deviance in iteration r and can be expressed as follows: |dev - devold| / (0.1 + |dev|) < tol. Default is 1.0e-08.
center.tol	tolerance level for the stopping condition of the centering algorithm. The stopping condition is based on the relative change of the centered variable similar to felm. Default is 1.0e-08.
iter.max	unsigned integer indicating the maximum number of iterations in the maximization routine. Default is 25L.
limit	unsigned integer indicating the maximum number of iterations of theta.ml. Default is 10L.
trace	logical indicating if output should be produced in each iteration. Default is FALSE.
drop.pc	logical indicating to drop observations that are perfectly classified/separated and hence do not contribute to the log-likelihood. This option is useful to reduce the computational costs of the maximization problem and improves the numerical stability of the algorithm. Note that dropping perfectly separated observations does not affect the estimates. Default is TRUE.
keep.mx	logical indicating if the centered regressor matrix should be stored. The centered regressor matrix is required for some covariance estimators, bias corrections, and average partial effects. This option saves some computation time at the cost of memory. Default is TRUE.
conv.tol, rho.tol	deprecated; step-halving is now similar to glm.fit2.
pseudo.tol	deprecated; use center.tol instead.
step.tol	deprecated; termination conditions is now similar to glm.
...	arguments passed to the deprecated function feglm.control.

Value

The function feglmControl returns a named list of control parameters.

See Also

feglm

alpaca documentation built on Aug. 10, 2022, 5:08 p.m.