rsm.surv: Fit a Regression-Scale Model Without Computing the Model...

Description Usage Arguments Details Value Note See Also

View source: R/marg.R

Description

Fits a rsm model without computing the model matrix of the response vector.

Usage

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rsm.surv(X, Y, offset, family, dispersion, score.dispersion, maxit, epsilon, 
         trace, ...)

Arguments

X

the model matrix (design matrix).

Y

the response vector.

offset

optional offset added to the linear predictor.

family

a family.rsm object, i.e. a list of functions and expressions characterizing the error distribution. Families supported are extreme (Gumbel or extreme value), logWeibull, logExponential, logRayleigh, logistic and student (Student's t) with df larger than 2.

dispersion

if NULL, the MLE of the scale parameter is returned, otherwise the scale parameter is fixed to the numerical value passed through the argument.

score.dispersion

must default to NULL.

maxit

maximum number of iterations.

epsilon

convergence threshold.

trace

if TRUE, iterations details are printed during execution.

...

not used, but do absorb any redundant argument.

Details

The rsm.surv function is called internally by the rsm routine to do the actual model fitting. Although it is not intended to be used directly by the user, it may be useful when the same data frame is used over and over again. It might save computational time, since the model matrix is not created. No formula needs to be specified as an argument. As no weights argument is available, the response Y and the model matrix X must already include the weights if weighting is desired.

Value

an object, which is a subset of a rsm object.

Note

The rsm.surv function is the default option for rsm for the extreme, logistic, logWeibull, logExponential, logRayleigh and student (with df larger than 2) error distributions. It makes use of the survreg.fit routine to estimate parametric survival models. It receives X and Y data rather than a formula, but still uses the family.rsm object to define the IRLS steps. The rsm.surv routine cannot be used for Huber-type and user-defined error distributions.

See Also

rsm, rsm.fit, rsm.null, rsm.object, rsm.families


marg documentation built on May 2, 2019, 7:55 a.m.