orlmSet: Set of multivariate regression models

In goric: Generalized Order-Restricted Information Criterion

Description

Fitting a specific set of multivariate regression models with order restrictions.

Usage

orlmSet(formula, data, set, direction = "increase", n = NULL, base = 1,
  control = orlmcontrol())

Arguments

formula	an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.
data	an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called.
set	either a character string (see constrSet), or a list with slots for constr, rhs, and nec similarly defined as in orlm
direction	direction of the order constraints
n	a (possibly named) vector of sample sizes for each group
base	column of the constraint matrix representing a control group
control	a list of control arguments; see orlmcontrol for details.

Details

This function is just a wrapper for repeated calls of orlm with different constraint definitions. Predefined lists with constraint-sets can be constructed with function constrSet.

Value

a list with orlm objects

See Also

orlm, constrSet, goric

Examples

########################
## Artificial example ##
########################

n <- 10
m <- c(1,2,4,5,2,1)
nm <- length(m)
dat <- data.frame(grp=as.factor(rep(1:nm, each=n)),
                  y=rnorm(n*nm, rep(m, each=n), 1))

(cs <- constrSet(table(dat$grp), set="sequence"))
(oss <- orlmSet(y ~ grp-1, data=dat, set=cs))

# the same as:
oss <- orlmSet(y ~ grp-1, data=dat, set="sequence")

Example output

Loading required package: nlme
$`1<2`
$`1<2`$constr
      1 2 3 4 5 6
[1,] -1 1 0 0 0 0

$`1<2`$rhs
[1] 0

$`1<2`$nec
[1] FALSE


$`1<2<3`
$`1<2<3`$constr
      1  2 3 4 5 6
[1,] -1  1 0 0 0 0
[2,]  0 -1 1 0 0 0

$`1<2<3`$rhs
[1] 0 0

$`1<2<3`$nec
[1] FALSE FALSE


$`1<2<3<4`
$`1<2<3<4`$constr
      1  2  3 4 5 6
[1,] -1  1  0 0 0 0
[2,]  0 -1  1 0 0 0
[3,]  0  0 -1 1 0 0

$`1<2<3<4`$rhs
[1] 0 0 0

$`1<2<3<4`$nec
[1] FALSE FALSE FALSE


$`1<2<3<4<5`
$`1<2<3<4<5`$constr
      1  2  3  4 5 6
[1,] -1  1  0  0 0 0
[2,]  0 -1  1  0 0 0
[3,]  0  0 -1  1 0 0
[4,]  0  0  0 -1 1 0

$`1<2<3<4<5`$rhs
[1] 0 0 0 0

$`1<2<3<4<5`$nec
[1] FALSE FALSE FALSE FALSE


$`1<2<3<4<5<6`
$`1<2<3<4<5<6`$constr
      1  2  3  4  5 6
[1,] -1  1  0  0  0 0
[2,]  0 -1  1  0  0 0
[3,]  0  0 -1  1  0 0
[4,]  0  0  0 -1  1 0
[5,]  0  0  0  0 -1 1

$`1<2<3<4<5<6`$rhs
[1] 0 0 0 0 0

$`1<2<3<4<5<6`$nec
[1] FALSE FALSE FALSE FALSE FALSE


$unconstrained
$unconstrained$constr
     1 2 3 4 5 6
[1,] 0 0 0 0 0 0

$unconstrained$rhs
[1] 0

$unconstrained$nec
[1] FALSE


$`1<2`

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
  grp1    grp2    grp3    grp4    grp5    grp6  
1.1631  2.4225  4.8757  5.3762  2.0901  0.7771  


$`1<2<3`

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
  grp1    grp2    grp3    grp4    grp5    grp6  
1.1631  2.4225  4.8757  5.3762  2.0901  0.7771  


$`1<2<3<4`

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
  grp1    grp2    grp3    grp4    grp5    grp6  
1.1631  2.4225  4.8757  5.3762  2.0901  0.7771  


$`1<2<3<4<5`

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
  grp1    grp2    grp3    grp4    grp5    grp6  
1.1631  2.4225  4.1140  4.1140  4.1140  0.7771  


$`1<2<3<4<5<6`

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
 grp1   grp2   grp3   grp4   grp5   grp6  
1.163  2.423  3.280  3.280  3.280  3.280  


$unconstrained

Call:
orlm.formula(formula = formula, data = data, constr = s$constr, 
    rhs = s$rhs, nec = s$nec, control = control)

Coefficients:
  grp1    grp2    grp3    grp4    grp5    grp6  
1.1631  2.4225  4.8757  5.3762  2.0901  0.7771  


attr(,"class")
[1] "list"     "orlmlist"

goric documentation built on April 19, 2021, 5:06 p.m.