Description Usage Arguments Value Author(s) References Examples
Specify the copula based bivariate beta-binomial or alternatively logistic-binomial distribution to fit to the diagnostic data.
1 2 3 4 | nmadasmodel(marginals = "beta", copula = "frank", p.omega = NULL,
fullcov = FALSE, prior.lmu = "normal(0, 5)",
prior.tau = "cauchy(0, 2.5)", prior.sigma = " cauchy(0, 2.5)",
prior.rho = "lkj_corr(2.0)")
|
marginals |
Use normal marginals on the logit transformed sensitivity and specificity or the beta marginals. When marginals = 'normal' the following model is fitted: Y_{ijk} ~ bin(π_{ijk}, N_{ijk}) logit(π_{ijk}) = μ_{jk} + η_{ij} + δ_{ijk} (η_{i1}, η_{i2})' ~ N_2(0, Σ) Σ[j,j] = σ[j]^2, Σ[1,2] = Σ[2,1] = ρ*σ[1]*σ[2] δ_{ijk} ~ N(0, τ_{jk}) |
copula |
Name of the copula function used to model the correlation between sensitivity and specificty. This requires that marginals = 'beta' be specificied. This is a string naming the copula function. The choices are "fgm", "frank", "gauss", "c90" and "c270". |
p.omega |
The prior distribution of the ω parameters. This prior distribution depend on the
specified copula. The defualt is |
fullcov |
Logical for full (TRUE) or reduced (default) variance-covariance matrix. The reduction simplifies the variance-covariance matrix by specifying that δ_{ijk} ~ N(0, τ_{j}) . |
prior.lmu |
A text specifying the prior distribution for μ parameters. The default is |
prior.tau |
A text specifying the prior distribution for τ parameters. The default is |
prior.sigma |
A text specifying the prior distribution for σ parameters. The default is |
prior.rho |
A text specifying the prior distribution for ρ parameter. The default is Y_{ijk} ~ bin(π_{ijk}, N_{ijk}) π_{i1k}, π_{i2k} ~ f(π_{i1k})*f(π_{i2k})*copula(F(π_{i1k}), F(π_{i2k}), ω_k) where f and F are the probability density and cumulative distribution function of a beta distribution with parameters α_{jk} and β_{jk} specified as follows: α_{jk} = μ_{jk}*\frac{1- θ_j*δ_{jk}}{θ_j*δ_{jk}} β_{jk} = (1 - μ_{jk})*\frac{1- θ_j*δ_{jk}}{θ_j*δ_{jk}} Here μ_{jk} is the mean sensitivity ω_k captures the correlation between sensitivity and specificity in test k, θ_j captures the common overdispersion among the sensitivities δ_jk captures the test specific extra variability. The hyper parameters μ, θ and δ are given beta/uniform priors since they are in the (0,1) interval. The prior distribution of ω depends on the copula. |
An object of nmamodel class.
Victoria N Nyaga
Agresti A (2002). Categorical Data Analysis. John Wiley & Sons, Inc.
Clayton DG (1978). A model for Association in Bivariate Life Tables and its Application in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence. Biometrika,65(1), 141-151.
Frank MJ (1979). On The Simultaneous Associativity of F(x, y) and x + y - F(x, y). Aequationes Mathematicae, pp. 194-226.
Farlie DGJ (1960). The Performance of Some Correlation Coefficients for a General Bivariate Distribution. Biometrika, 47, 307-323.
Gumbel EJ (1960). Bivariate Exponential Distributions. Journal of the American Statistical Association, 55, 698-707.
Meyer C (2013). The Bivariate Normal Copula. Communications in Statistics - Theory and Methods, 42(13), 2402-2422.
Morgenstern D (1956). Einfache Beispiele Zweidimensionaler Verteilungen. Mitteilungsblatt furMathematische Statistik, 8, 23 - 235.
Sklar A (1959). Fonctions de Repartition a n Dimensions et Leurs Marges. Publications de l'Institut de Statistique de L'Universite de Paris, 8, 229-231.
1 2 3 4 5 | model1 <- nmamodel()
model2 <- nmamodel(copula = 'fgm')
model3 <- nmamodel(marginals = 'normal')
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