icdglm.fit: EM by the Method of Weights for Incomplete Data in GLMs...

Description Usage Arguments Value References See Also Examples

View source: R/icdglm.fit.R

Description

This function applies the EM algorithm by the method of weights to incomplete data in a general linearized model.

Usage

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icdglm.fit(x, y, weights = rep.int(1, NROW(x)), indicator = rep.int(0, NROW(x)),
       family = binomial(link = "logit"), control=list())

Arguments

x

a vector, matrix, list or data frame containing the independent variables

y

a vector of integers or numerics. This is the dependent variable.

weights

a vector which attaches a weight to each observation. For incomplete data, this is obtained from expand_data.

indicator

a vector that indicates which observations belong to each other. This is obtained from expand_data.

family

family for glm.fit. See glm or family for more details. Default is binomial(link = "logit").

control

a list of control characteristics. See glm.control for further information. Default settings are: epsilon = 1e-10, maxit = 100, trace = FALSE.

Value

icdglm.fit returns a list with the following elements:

References

Ibrahim, Joseph G. (1990). Incomplete Data in Generalized Linear Models. Journal of the American Statistical Association, Vol.85, No. 411, pp. 765 - 769.

See Also

expand_data, icdglm glm.fit, glm.control, summary.glm

Examples

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data(TLI.data)
          complete.data <- expand_data(data = TLI.data[, 1:3],
                                       y = TLI.data[, 4],
                                       missing.x = 1:3,
                                       value.set = 0:1)
          example1 <- icdglm.fit(x = complete.data$data[, 1:3],
                                 y = complete.data$data[, 4],
                                 weights = complete.data$weights,
                                 indicator = complete.data$indicator,
                                 family = binomial(link = "logit"),
                                 control = list(epsilon = 1e-10,
                                                maxit = 100, trace = TRUE))

Example output

Deviance deviation = 0.9991132 Iterations = 1
Deviance deviation = 0.001017535 Iterations = 2
Deviance deviation = 6.3549e-05 Iterations = 3
Deviance deviation = 1.173515e-06 Iterations = 4
Deviance deviation = 1.195021e-05 Iterations = 5
Deviance deviation = 1.530168e-05 Iterations = 6
Deviance deviation = 1.617554e-05 Iterations = 7
Deviance deviation = 1.578342e-05 Iterations = 8
Deviance deviation = 1.471047e-05 Iterations = 9
Deviance deviation = 1.330836e-05 Iterations = 10
Deviance deviation = 1.179385e-05 Iterations = 11
Deviance deviation = 1.029671e-05 Iterations = 12
Deviance deviation = 8.890071e-06 Iterations = 13
Deviance deviation = 7.610768e-06 Iterations = 14
Deviance deviation = 6.472902e-06 Iterations = 15
Deviance deviation = 5.476863e-06 Iterations = 16
Deviance deviation = 4.615211e-06 Iterations = 17
Deviance deviation = 3.876454e-06 Iterations = 18
Deviance deviation = 3.247422e-06 Iterations = 19
Deviance deviation = 2.714703e-06 Iterations = 20
Deviance deviation = 2.265471e-06 Iterations = 21
Deviance deviation = 1.88793e-06 Iterations = 22
Deviance deviation = 1.571506e-06 Iterations = 23
Deviance deviation = 1.30689e-06 Iterations = 24
Deviance deviation = 1.085995e-06 Iterations = 25
Deviance deviation = 9.018657e-07 Iterations = 26
Deviance deviation = 7.485662e-07 Iterations = 27
Deviance deviation = 6.210584e-07 Iterations = 28
Deviance deviation = 5.150877e-07 Iterations = 29
Deviance deviation = 4.270743e-07 Iterations = 30
Deviance deviation = 3.540146e-07 Iterations = 31
Deviance deviation = 2.933949e-07 Iterations = 32
Deviance deviation = 2.431155e-07 Iterations = 33
Deviance deviation = 2.014252e-07 Iterations = 34
Deviance deviation = 1.668653e-07 Iterations = 35
Deviance deviation = 1.382223e-07 Iterations = 36
Deviance deviation = 1.144872e-07 Iterations = 37
Deviance deviation = 9.482177e-08 Iterations = 38
Deviance deviation = 7.853013e-08 Iterations = 39
Deviance deviation = 6.503479e-08 Iterations = 40
Deviance deviation = 5.385667e-08 Iterations = 41
Deviance deviation = 4.459851e-08 Iterations = 42
Deviance deviation = 3.693095e-08 Iterations = 43
Deviance deviation = 3.0581e-08 Iterations = 44
Deviance deviation = 2.532244e-08 Iterations = 45
Deviance deviation = 2.096783e-08 Iterations = 46
Deviance deviation = 1.736186e-08 Iterations = 47
Deviance deviation = 1.437589e-08 Iterations = 48
Deviance deviation = 1.190337e-08 Iterations = 49
Deviance deviation = 9.856037e-09 Iterations = 50
Deviance deviation = 8.160791e-09 Iterations = 51
Deviance deviation = 6.757099e-09 Iterations = 52
Deviance deviation = 5.594827e-09 Iterations = 53
Deviance deviation = 4.63246e-09 Iterations = 54
Deviance deviation = 3.835621e-09 Iterations = 55
Deviance deviation = 3.17584e-09 Iterations = 56
Deviance deviation = 2.629547e-09 Iterations = 57
Deviance deviation = 2.177221e-09 Iterations = 58
Deviance deviation = 1.802701e-09 Iterations = 59
Deviance deviation = 1.492603e-09 Iterations = 60
Deviance deviation = 1.235847e-09 Iterations = 61
Deviance deviation = 1.023257e-09 Iterations = 62
Deviance deviation = 8.47236e-10 Iterations = 63
Deviance deviation = 7.014939e-10 Iterations = 64
Deviance deviation = 5.808224e-10 Iterations = 65
Deviance deviation = 4.809087e-10 Iterations = 66
Deviance deviation = 3.981822e-10 Iterations = 67
Deviance deviation = 3.296862e-10 Iterations = 68
Deviance deviation = 2.729731e-10 Iterations = 69
Deviance deviation = 2.260158e-10 Iterations = 70
Deviance deviation = 1.87136e-10 Iterations = 71
Deviance deviation = 1.549446e-10 Iterations = 72
Deviance deviation = 1.282906e-10 Iterations = 73
Deviance deviation = 1.062218e-10 Iterations = 74
Deviance deviation = 8.794948e-11 Iterations = 75
[1] 75

Family: binomial 
Link function: logit 

  [1] 0 0 1 1 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0
 [38] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1
 [75] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
  [1] 8.289316e-01 1.710684e-01 6.755730e-01 3.244270e-01 4.733534e-01
  [6] 9.999996e-01 5.125468e-01 5.125468e-01 3.485040e-01 9.999996e-01
 [11] 9.999996e-01 9.999996e-01 9.999996e-01 3.899821e-01 8.333737e-02
 [16] 2.572849e-01 5.498059e-02 1.235546e-01 8.546019e-02 5.266466e-01
 [21] 4.010612e-07 4.874532e-01 4.874532e-01 6.514960e-01 3.829282e-07
 [26] 3.829282e-07 3.829282e-07 3.829282e-07 3.708890e-01 1.557915e-01
 [31] 2.446885e-01 1.027812e-01 1.312500e-01 3.272513e-08 1.000000e+00
 [36] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [41] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [46] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [51] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [56] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [61] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [66] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [71] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [76] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [81] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [86] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [91] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
 [96] 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.000000e+00
[101] 1.000000e+00 1.000000e+00 1.000000e+00
  [1] 2.072329e-01 4.275410e-02 1.688933e-01 7.806193e-02 1.138958e-01
  [6] 2.389248e-01 1.281367e-01 1.281367e-01 8.709951e-02 2.389248e-01
 [11] 2.389248e-01 2.389248e-01 2.389248e-01 9.749552e-02 2.082801e-02
 [16] 6.432122e-02 1.374097e-02 2.972907e-02 2.041856e-02 1.277940e-01
 [21] 1.168046e-07 1.217981e-01 1.217981e-01 1.628687e-01 1.115235e-07
 [26] 1.115235e-07 1.115235e-07 1.115235e-07 9.267265e-02 3.894662e-02
 [31] 6.113941e-02 2.569446e-02 3.184862e-02 9.530824e-09 2.500000e-01
 [36] 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01
 [41] 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01 2.498663e-01
 [46] 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01
 [51] 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01 2.406148e-01
 [56] 2.406148e-01 2.406148e-01 2.406148e-01 2.406148e-01 2.406148e-01
 [61] 2.426561e-01 2.426561e-01 2.499919e-01 2.499919e-01 2.499919e-01
 [66] 2.499919e-01 2.499919e-01 2.499919e-01 2.499919e-01 2.499240e-01
 [71] 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01
 [76] 2.500000e-01 2.500000e-01 2.500000e-01 2.500000e-01 2.498663e-01
 [81] 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01
 [86] 2.498663e-01 2.498663e-01 2.498663e-01 2.498663e-01 2.406148e-01
 [91] 2.406148e-01 2.426561e-01 2.426561e-01 2.426561e-01 2.426561e-01
 [96] 2.426561e-01 2.426561e-01 2.426561e-01 2.499240e-01 2.499240e-01
[101] 2.499240e-01 2.499919e-01 2.389249e-01
  [1] 0.5000000 0.5087168 0.5000000 0.5968771 0.5968771 0.6052384 0.5000000
  [8] 0.5000000 0.5087168 0.6052384 0.6052384 0.6052384 0.6052384 0.5000000
 [15] 0.5087168 0.5000000 0.5087168 0.5968771 0.6052384 0.5856966 0.5941321
 [22] 0.4884354 0.4884354 0.4971510 0.5941321 0.5941321 0.5941321 0.5941321
 [29] 0.4884354 0.4971510 0.4884354 0.4971510 0.5856966 0.5941321 0.5000000
 [36] 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000
 [43] 0.5000000 0.5000000 0.4884354 0.4884354 0.4884354 0.4884354 0.4884354
 [50] 0.4884354 0.4884354 0.4884354 0.4884354 0.4884354 0.5968771 0.5968771
 [57] 0.5968771 0.5968771 0.5968771 0.5968771 0.5856966 0.5856966 0.4971510
 [64] 0.4971510 0.4971510 0.4971510 0.4971510 0.4971510 0.4971510 0.5087168
 [71] 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000 0.5000000
 [78] 0.5000000 0.5000000 0.4884354 0.4884354 0.4884354 0.4884354 0.4884354
 [85] 0.4884354 0.4884354 0.4884354 0.4884354 0.4884354 0.5968771 0.5968771
 [92] 0.5856966 0.5856966 0.5856966 0.5856966 0.5856966 0.5856966 0.5856966
 [99] 0.5087168 0.5087168 0.5087168 0.4971510 0.6052384
         x1       x2       x3
x1 4.596889 1.441787 2.113460
x2 1.441787 5.684824 2.238459
x3 2.113460 2.238459 9.506458

icdGLM documentation built on May 2, 2019, 9:16 a.m.

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