brglm: Bias reduction in binomial-response generalized linear models.

Fit generalized linear models with binomial responses using either an adjusted-score approach to bias reduction or maximum penalized likelihood where penalization is by Jeffreys invariant prior. These procedures return estimates with improved frequentist properties (bias, mean squared error) that are always finite even in cases where the maximum likelihood estimates are infinite (data separation). Fitting takes place by fitting generalized linear models on iteratively updated pseudo-data. The interface is essentially the same as 'glm'. More flexibility is provided by the fact that custom pseudo-data representations can be specified and used for model fitting. Functions are provided for the construction of confidence intervals for the reduced-bias estimates.

Author
Ioannis Kosmidis <i.kosmidis@ucl.ac.uk>
Date of publication
2013-11-08 11:39:04
Maintainer
Ioannis Kosmidis <i.kosmidis@ucl.ac.uk>
License
GPL (>= 2)
Version
0.5-9
URLs

View on CRAN

Man pages

brglm
Bias reduction in Binomial-response GLMs
brglm.control
Auxiliary for Controlling BRGLM Fitting
confint.brglm
Computes confidence intervals of parameters for bias-reduced...
gethats
Calculates the Leverages for a GLM through a C Routine
glm.control1
Auxiliary for Controlling BRGLM Fitting
lizards
Habitat Preferences of Lizards
modifications
Additive Modifications to the Binomial Responses and Totals...
plot.profile.brglm
Plot methods for 'profile.brglm' objects
profile.brglm
Calculate profiles for objects of class 'brglm'.
profileObjectives
Objectives to be profiled
separation.detection
Separation Identification.

Files in this package

brglm
brglm/inst
brglm/inst/CITATION
brglm/inst/CHANGES
brglm/src
brglm/src/hats.c
brglm/NAMESPACE
brglm/data
brglm/data/lizards.rda
brglm/R
brglm/R/plot.profile.brglm.R
brglm/R/confint.brglm.R
brglm/R/brglm.R
brglm/R/profile.brglm.R
brglm/R/profileObjectives.R
brglm/R/separation.detection.R
brglm/R/brglm.control.R
brglm/R/glm.control1.R
brglm/R/gethats.R
brglm/R/modifications.R
brglm/MD5
brglm/DESCRIPTION
brglm/man
brglm/man/gethats.Rd
brglm/man/profile.brglm.Rd
brglm/man/separation.detection.Rd
brglm/man/confint.brglm.Rd
brglm/man/lizards.Rd
brglm/man/profileObjectives.Rd
brglm/man/brglm.control.Rd
brglm/man/brglm.Rd
brglm/man/plot.profile.brglm.Rd
brglm/man/glm.control1.Rd
brglm/man/modifications.Rd