orlmSet: Set of multivariate regression models

In daniel-gerhard/goric: Generalized Order-Restricted Information Criterion

Description

Fitting a specific set of multivariate regression models with order restrictions.

Usage

orlmSet(formula, data, set, direction = "increase", n = NULL, base = 1,
  control = orlmcontrol())

Arguments

formula	an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.
data	an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called.
set	either a character string (see constrSet), or a list with slots for constr, rhs, and nec similarly defined as in orlm
direction	direction of the order constraints
n	a (possibly named) vector of sample sizes for each group
base	column of the constraint matrix representing a control group
control	a list of control arguments; see orlmcontrol for details.

Details

This function is just a wrapper for repeated calls of orlm with different constraint definitions. Predefined lists with constraint-sets can be constructed with function constrSet.

Value

a list with orlm objects

See Also

orlm, constrSet, goric

Examples

########################
## Artificial example ##
########################

n <- 10
m <- c(1,2,4,5,2,1)
nm <- length(m)
dat <- data.frame(grp=as.factor(rep(1:nm, each=n)),
                  y=rnorm(n*nm, rep(m, each=n), 1))

(cs <- constrSet(table(dat$grp), set="sequence"))
(oss <- orlmSet(y ~ grp-1, data=dat, set=cs))

# the same as:
oss <- orlmSet(y ~ grp-1, data=dat, set="sequence")

daniel-gerhard/goric documentation built on April 21, 2021, 11:14 p.m.