ocm: Ordinal regression for continuous scales

Description Usage Arguments Details Value Author(s) References Examples

View source: R/ocm.R

Description

Continuous ordinal regression with logit link using I-splines to model the g function.

Usage

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ocm(
  formula,
  data = NULL,
  scale = NULL,
  weights,
  link = c("logit", "probit", "cloglog", "loglog", "cauchit"),
  niters = c(500, 500),
  conv_crit = 0.01,
  n.int.knots = NULL,
  order = 4,
  lambdas = NA
)

Arguments

formula

a formula expression as for regression models, of the form response ~ predictors. Only fixed effects are supported. The model must have an intercept: attempts to remove one will lead to a warning and will be ignored.

data

an optional data frame in which to interpret the variables occurring in the formulas

scale

a vector of length 2 with the boundaries of the ordinal scale used. If not specified, the range of the data is used, and a warning is displayed.

weights

optional case weights in fitting. Defaults to 1.

link

link function, i.e. the type of location-scale distribution assumed for the latent distribution. The default “logit” link gives the proportional odds model. Other options are "logit", "probit", "cloglog", "loglog", "cauchit".

niters

a vector of length 2 with the maximimum number of external and internal iterations used in the fitting algorithm. The internal algorithm estimates the parameters of the model conditional on the current values of λs, the smoothing parameters. The external algorithm estimates the values of λs conditional on the current estimates of the parameters of the model. Default is c(500,500)

conv_crit

the smoothing parameters λ's convergence criteria for the iterative process. Default is 0.01

n.int.knots

the number of internal knots used to compute the spline bases. The default (NULL) is round((n-1-order)*0.8) if in the interval [8,15], and 8 or 15 otherwise.

order

the order of the spline functions. The default is 4 (cubic splines).

lambdas

NA (the default) or a vector of length equal to the number of smoothing terms, including the g function and, optionally, the random effect terms and the smooters. If “lambdas” is a vector, each element λ_i can be a number, in which case the corresponding term is penalized using λ_i as smoothing parameter, zero, in which case the corresponding term is unpenalized, or NA, in which case the value of λ_i is estimated maximmizing the marginal posterior function.

Details

Fits a continuous ordinal regression model using penalized maximum likelihood. The model can contain fixed effects and optionally mixed effects and smoothers. The g function is estimated using monotone increasing I-splines, and the link function is the logit, implying the standard logistic distribution for the latent variable. Penalized maximum likelihood estimation is performed using the MI algorithm and the splines smoothing parameters are estimated maximizing the marginal posterior (details of the iterative process are printed out during the fit).

Value

an object of type ocm with the components listed below. Parameter estimates are in coefficients.

coefficients

parameter estimates

pars_obj

an object of class ocmpars carrying the parameter estimates and other properties of the regression terms

vcov

variance-covariance matrix

H

the Hessian matrix

logLik

value of the log-likelihood at the estimated optimum

penlogLik

value of the lenalized log-likelihood at the estimated optimum

v

vector of continuous scores

sample.size

sample size (can differ from the number of observations if the weights are different from 1)

edf

estimated degrees of freedom

df.residual

the residual degrees of freedom

nobs

number of observations

terms

model terms

call

call to fit the model

data

the data frame as in input, ordered by the outcome values

model.frame

the model.frame used in the fit

model.matrix

the model.matrix used in the fit

weights

case weights in fitting

sorting

the ordinal score v sorting vector

link

link function used

formula

formula used

scale

the boundaries of the ordinal scale used

Author(s)

Maurizio Manuguerra, Gillian Heller

References

Manuguerra M, Heller GZ (2010). Ordinal Regression Models for Continuous Scales, The International Journal of Biostatistics: 6(1), Article 14.

Manuguerra M, Heller GZ, Ma J (2017). Semi-parametric Ordinal Regression Models for Continuous Scales, Proceedings of the 32nd International Workshop on Statistical Modelling. July 3-7, 2017, Groningen, Netherlands.

Manuguerra M, Heller GZ, Ma J (2020). Continuous Ordinal Regression for Analysis of Visual Analogue Scales: The R Package ordinalCont, Journal of Statistical Software. 96(8). doi:10.18637/jss.v096.i08

Examples

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fit.overall  <- ocm(overall  ~ cycleno + age + bsa + treatment, data=ANZ0001.sub, scale=c(0,100))
summary(fit.overall)
## Not run: 
plot(fit.overall)
## Smoothers and complete data set
fit.overall.smooth  <- ocm(overall  ~ age + treatment : s(cycleno), data=ANZ0001, scale=c(0,100))
summary(fit.overall.smooth)
plot(fit.overall.smooth)

## End(Not run)

ordinalCont documentation built on Dec. 3, 2020, 1:06 a.m.