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 n * p. |
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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