pim_fit: Fit a probabilistic index model

In ge-li/upim: U-statistics Probabilistic Index Models

Fit a probabilistic index model

Description

Fit a probabilistic index model

Usage

pim_fit(
  y,
  X,
  link = "logit",
  w = NULL,
  init = NULL,
  tol = sqrt(.Machine$double.eps),
  max.iter = 100,
  nleqslv.global = "none",
  trace = FALSE,
  test.nleqslv = FALSE,
  keep.data = FALSE
)

Arguments

y	numeric The outcome vector.
X	matrix The design matrix.
link	character The link function: "logit", or "probit".
w	numeric The weights, default is NULL.
init	numeric The initial guess of Newton's method.
tol	numeric The numeric tolerance of nleqslv().
max.iter	numeric The maximum iteration of Newton's method.
nleqslv.global	character The global strategy for Newton's method. See ?nleqslv::nleqslv.
trace	logical Show Newton's method iteration report if TRUE.
test.nleqslv	logical Test different global strategies for Newton's method if TRUE. See ?nleqslv::testnslv.
keep.data	logical Should the returned object keep original data?

Value

A list containing the estimated coefficients and their covaraince matrix. It also contains the diagnostics of nleqlsv() procedure. If keep.data is TRUE, then the inputs y, X, w will also be returned.

ge-li/upim documentation built on Oct. 30, 2022, 3:36 a.m.