multinbmod-package: Regression analysis of overdispersed correlated count data

In multinbmod: Regression analysis of overdispersed correlated count data

Description

This is a robust likelihood approach for the regression analyis of overdispersed correlated counts data with cluster varying covariates. The approach fits a multivariate negative binomial model by maximum likelihood and provides robust estimates of the regression coefficients.

Details

Package:	multinbmod
Type:	Package
Version:	1.0
Date:	2014-01-14
License:	GPL-2
LazyLoad:	yes

Use function multinbmod to fit a multivariate negative binomial model by maximum likelihood. Robust estimates of regression parameters are provided.

Author(s)

Ivonne Solis-Trapala

Maintainer: Ivonne Solis-Trapala <[e-mail]>

References

Solis-Trapala, I.L. and Farewell, V.T. (2005) Regression analysis of overdispersed correlated count data with subject specific covariates. Statistics in Medicine, 24: 2557-2575.

Examples

id <- factor(rep(1:20, rep(5, 20)))
y <- rnbinom(100, mu = rexp(100,1)+rep(rexp(20,.3),rep(5,20)),size=2.5)
x<-rbinom(100,1,.5)
dat <- data.frame(y = y, x = x, id = id)
multinbmod(y~x,data=dat,id=id)
summary(multinbmod(y~x,data=dat,id=id))

Example output

$converged
[1] TRUE

$coefficients
(Intercept)           x 
 1.46320733  0.06777607 

$model.coef.se
(Intercept)           x 
  0.1877981   0.1059591 

$robust.coef.se
(Intercept)           x 
  0.1776678   0.1566795 

$robust.t.values
(Intercept)           x 
  8.2356382   0.4325778 

$mle.phi
[1] 0.5919477

$phi.se
[1] 0.1919075

$minus2.loglik
[1] 578.8424

$iterations
[1] 12

$call
multinbmod(formula = y ~ x, data = dat, id = id)

attr(,"class")
[1] "multinbmod"
$call
multinbmod(formula = y ~ x, data = dat, id = id)

$converged
[1] TRUE

$coefficients
              Estimate   ModelSE  RobustSE  Robust.t
(Intercept) 1.46320733 0.1877981 0.1776678 8.2356382
x           0.06777607 0.1059591 0.1566795 0.4325778

$MLE_of_phi
[1] 0.5919477

$SE_of_phi
[1] 0.1919075

$minus2.loglik
[1] 578.8424

$iterations
[1] 12

attr(,"class")
[1] "summary.multinbmod"

multinbmod documentation built on May 2, 2019, 4:21 a.m.