scoregllm: Generalized log-linear modelling via Fisher scoring

In gllm: Generalised log-Linear Model

Generalized log-linear modelling via Fisher scoring

Description

Fits log-linear models for incomplete contingency tables, including some latent class models, via Fisher scoring approaches.

Usage

scoregllm(y,s,X,m,tol=1e-5)

Arguments

y	is the observed contingency table.
s	is a vector of indices, one for each cell of the full (unobserved) contingency table, representing the appropriate cell of y
X	is the design matrix or a formula.
m	is a vector of starting values for the full (unobserved) contingency table.
tol	is the convergence criterion for the LR criterion.

Details

The generalized log-linear model allows for modelling of incomplete contingency tables, that is tables where one or more dimensions have been collapsed over. These include situations where imprecise measures have been calibrated using a "perfect" gold standard, and the true association between imperfectly measured variables is to be estimated; where data is missing for a subsample of the population; latent variable models where latent variables are "errorless" functions of observed variables - eg ML gene frequency estimation from counts of observed phenotypes; specialised measurement models eg where observed counts are mixtures due to perfect measures and error prone measures; standard latent class analysis; symmetry and quasi-symmetry models for square tables.

The general framework underlying these models is summarised by Espeland (1986), and Espeland & Hui (1987), and is originally due to Thompson & Baker (1981). An observed contingency table y, which will be treated as a vector, is modelled as arising from an underlying complete table z, where observed count y_j is the sum of a number of elements of z, such that each z_i contributes to no more than one y_j. Therefore one can write y=F'z, where F is made up of orthogonal columns of ones and zeros.

We then specify a loglinear model for z, so that log(E(z))=X'b, where X is a design matrix, and b a vector of loglinear parameters. The loglinear model for z and thus y, can be fitted by a Fisher scoring approach, presented in Espeland (1986).

The gllm function is actually a simple wrapper for scoregllm().

Value

A list with components:

iter	the number of scoring iterations until convergence
deviance	the final model deviance (-2 log likelihood)
df	the model degrees of freedom
coefficients	the model parameter estimates
se	the standard errors for the model parameter estimates
V	the variance-covariance matrix for the model parameter estimates
observed.values	the observed counts in y
fitted.values	the expected counts under the fitted model
residuals	Pearsonian residuals under the fitted model
full.table	the expected counts for the full (unobserved) table.

References

Espeland MA (1986). A general class of models for discrete multivariate data. Commun. Statist.-Simula 15:405-424.

Espeland MA, Hui SL (1987). A general approach to analyzing epidemiologic data that contains misclassification errors. Biometrics 43:1001-1012.

Thompson R, Baker RJ (1981). Composite link functions in generalized linear models. Appl Statist 30: 125-131.

Examples

 
#
# An example of model fitting: gametic association between two diallelic loci
# Data matrix
#
y<-c( 187,386,156,
      352,310,20,
      136,0  ,0)
#
# Scatter matrix
#
s<-  c( 1, 2, 2, 3,
        4, 5, 5, 6,
        4, 5, 5, 6,
        7, 8, 8, 9)
#
# Design matrix
#
X<-  matrix(c( 1,0,0,0,0,0,1,
               1,0,1,0,0,0,0,
               1,0,1,0,0,0,0,
               1,0,2,0,1,0,0,
               1,1,0,0,0,0,0,
               1,1,1,0,0,1,0,
               1,1,1,0,0,0,1,
               1,1,2,0,1,1,1,
               1,1,0,0,0,0,0,
               1,1,1,0,0,0,1,
               1,1,1,0,0,1,0,
               1,1,2,0,1,1,1,
               1,2,0,1,0,0,0,
               1,2,1,1,0,1,1,
               1,2,1,1,0,1,1,
               1,2,2,1,1,2,2), byrow=TRUE, ncol=7) 

colnames(X)<-c("Intercept", "A", "B", "P1", "P2", "Delta", "Epsilon")
res<-scoregllm(y,s,X[,c(1:6)], 
               c(255,176,176,121,164,37,113,25,164,113,37,25,90,20,20,5))
summary(res)
#

gllm documentation built on Oct. 18, 2022, 9:06 a.m.