# Copyright 2014 Patrick O. Perry
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# fit rank-deficient generalized linear model
rdglm.fit <- function(x, y, weights = rep(1, nobs), start = NULL,
etastart = NULL, mustart = NULL, offset = rep(0, nobs),
family = gaussian(), control = list(),
method = "firthglm.fit", intercept = TRUE)
{
# method
if (!is.character(method) && !is.function(method))
stop("invalid 'method' argument")
x <- as.matrix(x)
xnames <- dimnames(x)[[2L]]
ynames <- if (is.matrix(y))
rownames(y)
else names(y)
nobs <- NROW(y)
nvars <- ncol(x)
# handle degenerate (no-observations) case
if (nobs == 0L) {
coef <- numeric(nvars)
names(coef) <- xnames
if (family$family %in% c("poisson", "binomial")) {
dispersion <- 1
} else {
dispersion <- 0
}
return(list(coefficients = coef, rank = 0L, qr = qr(x),
df.residual = 0L, dispersion = dispersion,
prior.weights = weights))
}
fit <- eval(call(if (is.function(method)) "method" else method,
x = x, y = y, weights = weights, start = start, etastart = etastart,
mustart = mustart, offset = offset, family = family, control = control,
intercept = intercept))
coef <- fit$coefficients
coef[is.na(coef)] <- 0
df.residual <- fit$df.residual
if (family$family %in% c("poisson", "binomial")) {
dispersion <- 1
} else if (df.residual > 0) {
dispersion <- (sum((fit$weights * fit$residuals^2)[fit$weights > 0])
/ df.residual)
} else {
dispersion <- 0
}
list(coefficients = coef, rank = fit$rank, qr = fit$qr,
df.residual = df.residual, dispersion = dispersion,
prior.weights = fit$prior.weights)
}
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