fit_causl: Fit multivariate copula regression model
In rje42/causl: Methods for Specifying, Simulating from and Fitting Causal Models

fit_causl

R Documentation

Fit multivariate copula regression model

Description

Fit multivariate copula regression model

Usage

fit_causl(
  dat,
  formulas = list(y ~ x, z ~ 1, ~x),
  family = rep(1, length(formulas)),
  link,
  cop_pars,
  use_cpp = TRUE,
  control = list(),
  other_pars = list()
)

fitCausal(
  dat,
  formulas = list(y ~ x, z ~ 1, ~x),
  family = rep(1, length(formulas)),
  link,
  par2,
  sandwich = TRUE,
  use_cpp = TRUE,
  control = list()
)

Arguments

`dat`	data frame of observations
`formulas`	list of model formulae, for Y, for the Z variables, and finally for the copula
`family`	families for the Y and Z distributions, and the copula. Should be the same length as `formulas`
`link`	link functions for each variable
`cop_pars`	additional parameters for copula if required
`use_cpp`	logical: should C++ routines be used?
`control`	list of parameters to be passed to `optim`
`other_pars`	list of other parameters to use (e.g. degrees of freedom for a t-distribution)
`par2`	former name for `cop_pars` argument
`sandwich`	logical: should sandwich standard errors be returned?

Details

formulas is list of three or more formulae giving predictors of y-margin, z-margin(s) and interaction parameters. Fit is by maximum likelihood.

family takes numeric values of the following forms:

val	family
0	binomial
1	gaussian
2	t
3	Gamma
4	beta
5	binomial
6	lognormal
11	ordinal
10	categorical

control has the same arguments as the argument in optim, as well as sandwich, a logical indicating if sandwich estimates of standard errors should be computed, newton, a logical which controls whether Newton iterates should be performed at the end, and cop which can edit the restricted variable name for the left-hand side of formulae. Useful for altering are trace (1 shows steps of optimization) and maxit for the number of steps.

The list other_pars should be named with the relevant variables, and each entry should be a named list containing the relevant parameters.

Warning By default, none of the variables should be called cop, as this is reserved for the copula. The reserved word can be changed using the argument cop within control.