gfilogisreg: Generalized fiducial inference for logistic regression

In gfilogisreg: Generalized Fiducial Inference for Binary Logistic Regression Models

Generalized fiducial inference for logistic regression

Description

Simulates the fiducial distribution of a logistic regression model.

Usage

gfilogisreg(
  formula,
  data = NULL,
  N,
  thresh = N/2,
  progress = TRUE,
  gmp = FALSE,
  ufactr = .Machine$double.eps^(-0.5),
  vfactr = .Machine$double.eps^(-0.38)
)

Arguments

formula	formula describing the model
data	dataframe containing the variables in the model
N	number of fiducial simulations
thresh	threshold criterion for the alteration; expert usage only
progress	whether to print messages showing the progress of the algorithm
gmp	whether to use exact arithmetic in the algorithm (experimental)
ufactr, vfactr	these are control parameters of an optimization performed in the algorithm; these parameters should not be changed except if you encounter some messages about convergence issues

Value

A list with two fields: Beta, the fiducial simulations of the parameters, and Weights, their weight.

Examples

y <- c(0, 0, 1, 1, 1)
x <- c(-2, -1, 0, 1, 2)
gf <- gfilogisreg(y ~ x, N = 400) # (N=400 is not serious)
gfiSummary(gf)
glm(y ~ x, family = binomial())

gfilogisreg documentation built on May 29, 2024, 8:03 a.m.