RGLENV: Generalized Linear Envelopes for Robust Sufficient Dimension...

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

This is an adaptation with several improvements on functions in the Renvlp package. Incorporated here is the robust maximum quasilikelihood estimation method also utilized in the robglm function for fitting predictor envelopes for binomial and poisson regressions. The benefit of this is that outliers in the design matrix are less likely to have a negative impact on the estimation process. A further benefit of this separation of responses classes in binomial regression is less likely to result in degeneracy of the maximum likelihood estimate.

Usage

RGLENV(
  formula,
  data,
  rank = "all",
  family = c("binomial", "poisson"),
  se = TRUE,
  init = NULL
)

Arguments

formula	model formula
data	data frame
rank	number of dimensions
se	should standard errors for the regression basis be calculated? defaults to TRUE.
init	an optional initial covariate dimension reduction subspace. defaults to NULL.

Value

an sdr object

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.