Description Usage Arguments Value Author(s) References See Also Examples

View source: R/poissonMTinitial.R

`poissonMTinitial`

is used to provides a robust initial estimate
for fit generalized linear models.
The model is specified by the `x`

and `y`

components.

1 2 3 4 |

`x` |
design matrix of dimension |

`y` |
vector of observations of length |

`stage2` |
logical, the second stage should be performed? |

`alpha` |
quantile orders used in the second stage. |

`tol` |
convergence tolerance for the parameter vector. |

`cc` |
tuning constant c for Tukey's bisquare psi-function. |

`psi` |
the name of the |

`maxit` |
integer specifying the maximum number of IRWLS iterations. |

`zero` |
eigenvalues smaller than |

`replace.small` |
all the observations |

`start` |
eventual starting values, as a reference, for the parameters in the linear predictor. |

`na.to.zero` |
logical, should the eventual |

A list with the following components

`coefficients1` |
initial value proposed at the end of the first stage. |

`obj1` |
value of the MT objective function at |

`coefficients2a` |
initial value proposed at the end of the first part od the second stage. |

`obj2a` |
value of the MT objective function at |

`coefficients2b` |
initial value proposed at the end of the second part od the second stage. |

`obj2b` |
value of the MT objective function at |

`coefficients` |
initial value proposed. |

`obj` |
value of the MT objective function at |

Claudio Agostinelli, Marina Valdora and Victor J. Yohai

C. Agostinelli, M. Valdora and V.J Yohai (2018) Initial Robust Estimation in Generalized Linear Models with a Large Number of Covariates. Submitted.

M. Valdora and V.J. Yohai (2014) Robust estimators for generalized linear models. Journal of Statistical Planning and Inference, 146, 31-48.

`poissonMT`

and `poissonL2T`

1 2 3 4 5 | ```
data(epilepsy)
x <- model.matrix( ~ Age10 + Base4*Trt, data=epilepsy)
poissonMTsetwd(tempdir())
start <- poissonMTinitial(x=x, y=epilepsy$Ysum)$coefficients
start
``` |

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