MMLongit: Function used to fit marginalized models.

Description Usage Arguments Value Author(s) References See Also

Description

Main function used to fit marginalized models. See mm() for a more user friendly function.

Usage

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MMLongit(params, id, X, Y, Xgam, Xsig, Q, condlike = FALSE, 
         sampprobs = matrix(1, ncol=3, nrow=length(Y)), 
         sampprobi = rep(1, length(Y)), offset = 0, stepmax = 1, 
         steptol = 1e-06, hess.eps = 1e-07, AdaptiveQuad = FALSE, 
         verbose = FALSE,iterlim = 100)

Arguments

params

a vector of initial values.

id

a vector of cluster identifiers.

X

a design matrix, including intercept, for the mean formula.

Y

a binary vector

Xgam

a design matrix for the transition formula.

Xsig

a design matrix for the latent variable formula.

Q

a scalar denoting the number of quadrature points.

condlike

indicator to denote if the conditional likelihood should be maximized.

sampprobs

a matrix of sampling probabilities. See mm().

sampprobi

a vector of sampling probabilities. This should be generally be 1.

offset

an optional offset term.

stepmax

a scalar.

steptol

a scalar.

hess.eps

a scalar.

AdaptiveQuad

an indicator if adaptive quadrature is to be used. NOT CURRENTLY IMPLEMENTED.

verbose

an indicator if model output should be printed to the screen during maximization (or minimization of negative log-likelihood). See nlm print.level.

iterlim

a scalar to denote the maximum iteration limit used by nlm. Default value is 100.

Value

This function returns marginal parameters (beta) and dependence parameters (alpha) along with the associated covariance matricies.

Author(s)

Jonathan Schildcrout

References

Schildcrout, JS and Heagerty, PJ. (2007), Marginalized Models for Moderate to Long Series of Longitudinal Binary Response Data. Biometrics, 63: 322-331.

See Also

mm


mercaldo/MMLB documentation built on May 22, 2019, 6:51 p.m.