acat: Family Object for Ordinal Regression with Adjacent Categories...

In glmmLasso: Variable Selection for Generalized Linear Mixed Models by L1-Penalized Estimation

Family Object for Ordinal Regression with Adjacent Categories Probabilities

Description

Provides necessary family components to fit an adjacent categories regression model to an ordered response based on the corresponding (multivariate) binary design representation.

Usage

acat()

Details

For a response variable Y with ordered values 1,2,\ldots,M+1 the design of the corresponding (multivariate) binary response representation is automatically created by the glmmLasso function. The result is a linear predictor matrix \eta with n rows and M columns.

Based on this (n x M) predictor matrix \eta or on the corresponding (n x M) matrix \mu the below mentioned family components can be calculated.

Value

linkinv	function: the inverse of the link function as a function of eta.
deriv.mat	function: derivative function as a function of the mean (not of eta as normally).
SigmaInv	function: the inverse of the variance as a function of the mean.
family	character: the family name.
multivariate	Logical. Is always set to TRUE if the family is used.

Author(s)

Andreas Groll [e-mail]

References

Agresti, A. (2013) Categorical Data Analysis, 3rd ed. Hoboken, NJ, USA: Wiley.

Simonoff, J. S. (2003) Analyzing Categorical Data, New York: Springer-Verlag.

Tutz, G. (2012) Regression for Categorical Data, Cambridge University Press.

See Also

cumulative, glmmLasso, knee

Examples

## Not run: 
data(knee)

knee[,c(2,4:6)]<-scale(knee[,c(2,4:6)],center=TRUE,scale=TRUE)
knee<-data.frame(knee)

## fit adjacent category model
glm.obj <- glmmLasso(pain ~ time + th + age + sex, rnd = NULL,  
        family = acat(), data = knee, lambda=10,
        switch.NR=TRUE, control=list(print.iter=TRUE)) 

summary(glm.obj)

## End(Not run)

glmmLasso documentation built on Aug. 23, 2023, 5:06 p.m.