pvalue.cutover: p-value of hypothesis test that the cutover of a blended link...

In rgcstats/blendedLink: A New Link Function that Blends Two Specified Link Functions

Description

This function calculates an asymptotic chi-square likelihood ratio hypothesis test of a specified null hypothesis for the cutover.

Usage

pvalue.cutover(data, formula, link1, link2, cutover0, eps = 0.01)

Arguments

data	a data frame containing the variables in the model.
formula	an object of class formula, a symbolic description of the model to be fitted, see help(glm)
link1	Character string indicating the link function to be used up to the cutover
link2	Character string indicating the link function to be used above the cutover
cutover0	The hypothesized value of the cutover at which the link function switches smoothly from link1 to link2. Must be strictly greater than 0 and strictly less than 1.
eps	A tuning parameter. The MLE of the cutover is restricted to the range eps to (1-eps). Usually eps=0 is appropriate, but occasionally a small positive value may be needed to avoid numerical problems in the maximisation of the likelihood.

Details

Binary regression is assumed. Not suitable when the null value is on the boundary (i.e. when cutover0 is 0 or 1).

Value

The p-value of a test of the null hypothesis that cutover=cutover0.

Examples

pvalue.cutover(y~x1+x2 , data=loglogit.example,link1="log",link2="logit",
cutover0=0.8)

rgcstats/blendedLink documentation built on May 27, 2019, 7:22 a.m.