get.pseudodata.binomial: Obtain pseudodata based on the binary logistic regression...

In icmm: Empirical Bayes Variable Selection via ICM/M Algorithm

Description

For logistic regression, given the current estimates of regression coefficients, working responses and their corresponding weights are obtained.

Usage

get.pseudodata.binomial(Y, X, beta0, beta, niter)

Arguments

Y	an (n*1) numeric matrix of responses.
X	an (n*p) numeric design matrix.
beta0	a scalar value of intercept term.
beta	a (p*1) matrix of regression coefficients.
niter	number of iterations in ICM/M algorithm.

Value

Return a list including elements

z	an (n*1) matrix of working responses
sigma2	an (n*1) matrix of inverse of weights.

Author(s)

Vitara Pungpapong, Min Zhang, Dabao Zhang

Examples

data(simBinomial)
Y<-as.matrix(simBinomial[,1])
X<-as.matrix(simBinomial[,-1])
p<-dim(X)[2]
# Obtain initial values from lasso
data(initbetaBinomial)
initbeta<-as.matrix(initbetaBinomial)
# Get Pseudodata
pseudodata<-get.pseudodata.binomial(Y=Y, X=X, beta0=0, beta=initbeta, niter=1)
z<-pseudodata$z
sigma<-sqrt(pseudodata$sigma2)

icmm documentation built on May 26, 2021, 9:06 a.m.