ds.glm  R Documentation 
Fits a Generalized Linear Model (GLM) on data from single or multiple sources on the serverside.
ds.glm( formula = NULL, data = NULL, family = NULL, offset = NULL, weights = NULL, checks = FALSE, maxit = 20, CI = 0.95, viewIter = FALSE, viewVarCov = FALSE, viewCor = FALSE, datasources = NULL )
formula 
an object of class formula describing the model to be fitted. For more information see Details. 
data 
a character string specifying the name of an (optional) data frame that contains all of the variables in the GLM formula. 
family 
identifies the error distribution function to use in
the model.
This can be set as 
offset 
a character string specifying the name of a variable to be used as
an offset. 
weights 
a character string specifying the name of a variable containing
prior regression weights for the fitting process.

checks 
logical. If TRUE 
maxit 
a numeric scalar denoting the maximum number of iterations that are permitted
before 
CI 
a numeric value specifying the confidence interval. Default 
viewIter 
logical. If TRUE the results of the intermediate iterations are printed. If FALSE only final results are shown. Default FALSE. 
viewVarCov 
logical. If TRUE the variancecovariance matrix of parameter estimates is returned. Default FALSE. 
viewCor 
logical. If TRUE the correlation matrix of parameter estimates is returned. Default FALSE. 
datasources 
a list of 
Fits a GLM on data from a single source or multiple sources on the serverside.
In the latter case, the data are coanalysed (when using ds.glm
)
by using an approach that is mathematically equivalent to placing all individuallevel
data from all sources in one central warehouse and analysing those data using the conventional
glm()
function in R. In this situation marked heterogeneity between sources should be corrected
(where possible) with fixed effects. For example, if each study in a (binary) logistic regression
analysis has an independent intercept, it is equivalent to allowing each study to have a
different baseline risk of disease. This may also be viewed as being an IP (individual person)
metaanalysis with fixed effects.
In formula
most shortcut notation for formulas allowed under R's standard glm()
function is also allowed by ds.glm
.
Many GLMs can be fitted very simply using a formula such as:
y~a+b+c+d
which simply means fit a GLM with y
as the outcome variable and
a
, b
, c
and d
as covariates.
By default all such models also include an intercept (regression constant) term.
Instead, if you need to fit a more complex model, for example:
EVENT~1+TID+SEXF*AGE.60
In the above model the outcome variable is EVENT
and the covariates
TID
(factor variable with level values between 1 and 6 denoting the period time),
SEXF
(factor variable denoting sex)
and AGE.60
(quantitative variable representing age60 in years).
The term 1
forces
the model to include an intercept term, in contrast if you use the term 0
the
intercept term is removed. The *
symbol between SEXF
and AGE.60
means fit all possible main effects and interactions for and between those two covariates.
This takes the value 0 in all males 0 * AGE.60
and in females 1 * AGE.60
.
This model is in example 1 of the section Examples. In this case the logarithm of
the survival time is added as an offset (log(survtime)
).
In the family
argument can be specified three types of models to fit:
"gaussian"
: conventional linear model with normally distributed errors
"binomial"
: conventional unconditional logistic regression model
"poisson"
: Poisson regression model which is the most used in survival analysis.
The model used Piecewise Exponential Regression (PER) which typically closely approximates
Cox regression in its main estimates and standard errors.
At present the gaussian family is automatically coupled with
an identity
link function, the binomial family with a
logistic
link function and the poisson family with a log
link function.
The data
argument avoids you having to specify the name of the
data frame in front of each covariate in the formula.
For example, if the data frame is called DataFrame
you
avoid having to write: DataFrame$y~DataFrame$a+DataFrame$b+DataFrame$c+DataFrame$d
The checks
argument verifies that the variables in the model are all defined (exist)
on the serverside at every study
and that they have the correct characteristics required to fit the model.
It is suggested to make checks
argument TRUE if an unexplained
problem in the model fit is encountered because the running process takes several minutes.
In maxit
Logistic regression and Poisson regression
models can require many iterations, particularly if the starting value of the
regression constant is far away from its actual value that the GLM
is trying to estimate. In consequence we often set maxit=30
but depending on the nature of the models you wish to fit, you may wish
to be alerted much more quickly than this if there is a delay in convergence,
or you may wish to all more iterations.
Privacy protected iterative fitting of a GLM is explained here:
(1) Begin with a guess for the coefficient vector to start iteration 1 (let's call it
beta.vector[1]
). Using beta.vector[1]
, run iteration 1 with each source
calculating the resultant score vector (and information matrix) generated
by its data  given beta.vector[1]

as the sum of the score vector components (and the sum of the components of the
information matrix) derived from each individual data record in that source. NB in most models
the starting values in beta.vector[1]
are set to be zero for all parameters.
(2) Transmit the resultant score vector and information matrix from each source
back to the clientside
server (CS) at the analysis centre. Let's denote
SCORE[1][j]
and INFORMATION.MATRIX[1][j]
as the
score vector and information matrix generated by study j
at the end of the 1st iteration.
(3) CS sums the score vectors, and equivalently the information matrices, across all studies
(i.e. j = 1:S
, where S
is the number of studies). Note that,
given beta.vector[1]
, this gives precisely the same final sums
for the score
vectors and information matrices as would have been obtained if all data had been in one
central warehoused database and the overall score vector and information matrix at the end of
the first iteration had been calculated
(as is standard) by simply summing across all individuals. The only difference is that
instead of directly adding all values across
all individuals, we first sum across all individuals in each data source and
then sum those study
totals across all studies  i.e. this generates the same ultimate sums
(4) CS then calculates sum(SCORES)%*% inverse(sum(INFORMATION.MATRICES))

heuristically this may be
viewed as being "the sum of the score vectors divided (NB 'matrix division') by the sum of the
information matrices". If one uses the conventional algorithm (IRLS)
to update generalized linear models from iteration to iteration this quantity happens to be
precisely the vector to be added to the
current value of beta.vector (i.e. beta.vector[1]
) to obtain
beta.vector[2]
which is the improved estimate of the beta.vector to be used in iteration 2.
This updating algorithm is often called the IRLS (Iterative Reweighted Least
Squares) algorithm
 which is closely related to the Newton
Raphson approach but uses the expected information rather than
the observed information.
(5) Repeat steps (2)(4) until the model converges (using the standard R convergence criterion). NB An alternative way to coherently pool the glm across multiple sources is to fit each glm to completion (i.e. multiple iterations until convergence) in each source and then return the final parameter estimates and standard errors to the CS where they could be pooled using studylevel metaanalysis. An alternative function ds.glmSLMA allows you to do this. It will fit the glms to completion in each source and return the final estimates and standard errors (rather than score vectors and information matrices). It will then rely on functions in the R package metafor to metaanalyse the key parameters.
Server functions called: glmDS1
and glmDS2
Many of the elements of the output list returned by ds.glm
are
equivalent to those returned by the glm()
function in native R. However,
potentially disclosive elements
such as individuallevel residuals and linear predictor values are blocked.
In this case, only nondisclosive elements are returned from each study separately.
The list of elements returned by ds.glm
is mentioned below:
Nvalid
: total number of valid observational units across all studies.
Nmissing
: total number of observational units across all studies with at least
one data item missing.
Ntotal
: total of observational units across all studies, the
sum of valid and missing units.
disclosure.risk
: risk of disclosure,
the value 1 indicates that one of the disclosure traps
has been triggered in that study.
errorMessage
: explanation for any errors or disclosure risks identified.
nsubs
: total number of observational units used by ds.glm
function.
nb
usually is the same as nvalid
.
iter
: total number of iterations before convergence achieved.
family
: error family and link function.
formula
: model formula, see description of formula as an input parameter (above).
coefficients
: a matrix with 5 columns:
First: the names of all of the regression parameters (coefficients) in the model
second: the estimated values
third: corresponding standard errors of the estimated values
fourth: the ratio of estimate/standard error.
fifth: the pvalue treating that as a standardised normal deviate
dev
: residual deviance.
df
: residual degrees of freedom. nb
residual degrees of freedom + number of
parameters in model = nsubs
.
output.information
: reminder to the user that there
is more information at the top of the output.
Also, the estimated coefficients and standard errors expanded with estimated confidence intervals
with % coverage specified by ci
argument are returned.
For the poisson model,
the output is generated on the scale of the linear predictor (log rates and log rate ratios)
and the natural scale after exponentiation (rates and rate ratios).
DataSHIELD Development Team
## Not run: ## Version 6, for version 5 see Wiki # Connecting to the Opal servers require('DSI') require('DSOpal') require('dsBaseClient') # Example 1: Fitting GLM for survival analysis # For this analysis we need to load survival data from the server builder < DSI::newDSLoginBuilder() builder$append(server = "study1", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING1", driver = "OpalDriver") builder$append(server = "study2", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING2", driver = "OpalDriver") builder$append(server = "study3", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "SURVIVAL.EXPAND_NO_MISSING3", driver = "OpalDriver") logindata < builder$build() # Log onto the remote Opal training servers connections < DSI::datashield.login(logins = logindata, assign = TRUE, symbol = "D") # Fit the GLM # make sure that the outcome is numeric ds.asNumeric(x.name = "D$cens", newobj = "EVENT", datasources = connections) # convert time id variable to a factor ds.asFactor(input.var.name = "D$time.id", newobj = "TID", datasources = connections) # create in the serverside the log(survtime) variable ds.log(x = "D$survtime", newobj = "log.surv", datasources = connections) ds.glm(formula = EVENT ~ 1 + TID + female * age.60, data = "D", family = "poisson", offset = "log.surv", weights = NULL, checks = FALSE, maxit = 20, CI = 0.95, viewIter = FALSE, viewVarCov = FALSE, viewCor = FALSE, datasources = connections) # Clear the Datashield R sessions and logout datashield.logout(connections) # Example 2: run a logistic regression without interaction # For this example we are going to load another dataset builder < DSI::newDSLoginBuilder() builder$append(server = "study1", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM1", driver = "OpalDriver") builder$append(server = "study2", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM2", driver = "OpalDriver") builder$append(server = "study3", url = "http://192.168.56.100:8080/", user = "administrator", password = "datashield_test&", table = "CNSIM.CNSIM3", driver = "OpalDriver") logindata < builder$build() # Log onto the remote Opal training servers connections < DSI::datashield.login(logins = logindata, assign = TRUE, symbol = "D") # Fit the logistic regression model mod < ds.glm(formula = "DIS_DIAB~GENDER+PM_BMI_CONTINUOUS+LAB_HDL", data = "D", family = "binomial", datasources = connections) mod #visualize the results of the model # Example 3: fit a standard Gaussian linear model with an interaction # We are using the same data as in example 2. mod < ds.glm(formula = "PM_BMI_CONTINUOUS~DIS_DIAB*GENDER+LAB_HDL", data = "D", family = "gaussian", datasources = connections) mod # Clear the Datashield R sessions and logout datashield.logout(connections) ## End(Not run)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.