logistpl.control: Control Parameters for logistf Profile Likelihood Confidence...

In logistf: Firth's Bias-Reduced Logistic Regression

Control Parameters for logistf Profile Likelihood Confidence Interval Estimation

Description

Sets parameters for modified Newton-Raphson iteration for finding profile likelihood confidence intervals in Firth's penalized likelihood logistic regression

Usage

logistpl.control(
  maxit = 100,
  maxhs = 0,
  maxstep = 5,
  lconv = 1e-05,
  xconv = 1e-05,
  ortho = FALSE,
  pr = FALSE
)

Arguments

maxit	The maximum number of iterations
maxhs	The maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.
maxstep	Specifies the maximum step size in the beta vector within one iteration. Set to -1 for infinite stepsize.
lconv	Specifies the convergence criterion for the log likelihood.
xconv	Specifies the convergence criterion for the parameter estimates.
ortho	Requests orthogonalization of variable for which confidence intervals are computed with respect to other covariates
pr	Request rotation of the matrix spanned by the covariates

Details

logistpl.control() is used by logistf to set control parameters to default values when computing profile likelihood confidence intervals. Different values can be specified, e. g., by logistf(..., control= logistf.control(maxstep=1)).

Value

maxit	The maximum number of iterations
maxhs	The maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.
maxstep	Specifies the maximum step size in the beta vector within one iteration.
lconv	Specifies the convergence criterion for the log likelihood.
xconv	Specifies the convergence criterion for the parameter estimates.
ortho	specifies if orthogonalization is requested.
pr	specifies if rotation is requested

Author(s)

Georg Heinze

Examples

data(sexagg)
fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT, 
    plcontrol=logistpl.control(maxstep=1))
summary(fit2)

logistf documentation built on Aug. 18, 2023, 5:06 p.m.