tauWt: Binomial dispersion: intra-cluster correlation parameter.

In ABS-dev/PF: Prevented fraction

Binomial dispersion: intra-cluster correlation parameter.

Description

MME estimates of binomial dispersion parameter tau (intra-cluster correlation).

Usage

tauWt(
  fit,
  subset.factor = NULL,
  fit.only = TRUE,
  iter.max = 12,
  converge = 1e-06,
  trace.it = FALSE
)

Arguments

fit	A glm object.
subset.factor	Factor for estimating tau by subset.
fit.only	Return only the final fit? If FALSE, also returns the weights and tau estimates.
iter.max	Maximum number of iterations.
converge	Convergence criterion: difference between model degrees of freedom and Pearson's chi-square. Default 1e-6.
trace.it	Display print statments indicating progress

Details

Estimates binomial dispersion parameter \tau by the method of moments. Iteratively refits the model by the Williams procedure, weighting the observations by 1/\phi_{ij}, where \phi_{ij}=1+\tau _j(n_{ij}-1), j indexes the subsets, and i indexes the observations.

Value

A list with the following elements.

fit	the new model fit, updated by the estimated weights
weights	vector of weights
phi	vector of phi estimates

Author(s)

PF-package

References

Williams DA, 1982. Extra-binomial variation in logistic linear models. Applied Statistics 31:144-148.
Wedderburn RWM, 1974. Quasi-likelihood functions, generalized linear models, and the Gauss-Newton method. Biometrika 61:439-447.

See Also

phiWt, RRor.

Examples

birdm.fit <- glm(cbind(y,n-y)~tx-1, binomial, birdm)
RRor(tauWt(birdm.fit))

# 95% t intervals on 4 df
#
# PF
#     PF     LL     UL
#  0.489 -0.578  0.835
#
#       mu.hat    LL    UL
# txcon  0.737 0.944 0.320
# txvac  0.376 0.758 0.104
#

ABS-dev/PF documentation built on April 26, 2024, 3:29 p.m.