Description Usage Arguments Details Value Author(s) References See Also Examples
Estimates the variance function of the first-stage regression of the estimated second-stage contrast by fitting a constant variance function or a log-linear model to the residuals.
1 2 |
object |
an object of class |
... |
ignored |
moMain |
For constant variance, NULL.
If a log-linear model is to be used,
an object of class |
moCont |
For constant variance, NULL.
If a log-linear model is to be used,
an object of class |
data |
For constant variance, NULL.
If a log-linear model is to be used,
an object of class |
iter |
For constant variance, NULL.
If a log-linear model is to be used,
an object of class >=1 if <=0 if the components of the conditional expectation
|
suppress |
an object of class |
There are standard regression analysis tools available for the
object returned by this function. In general, these tools
simply extend the methods defined by the regression function.
If defined, coef()
returns the model
parameter estimates; plot()
generates the standard x-y plots;
residuals
returns model residuals for the combined model; and
summary
returns summary information.
Other tools, such as fitted()
for the lm
regression function, can be accessed using fitObject()
.
fitObject()
retrieves the standard value object returned by the
regression method, which can be passed as input to other functions.
See ?fitObject for details.
For homoskedastic variance, the standard deviation can be retrieved using method stdDev().
Returns an object that inherits directly from class DynTxRegime
.
Kristin A. Linn, Eric B. Laber, Leonard A. Stefanski, and Shannon T. Holloway <sthollow@ncsu.edu>
Laber, E. B., Linn, K. A., and Stefanski, L. A. (2014). Interactive Q-learning. Biometrika, in press.
iqLearnFSM
, iqLearnFSC
, iqLearnSS
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 | ##########################################################
# Load and process data set
##########################################################
data(bmiData)
#----------------------------------------------------#
# Recast treatment variables to (-1,1) --- required.
#----------------------------------------------------#
bmiData$A1[which (bmiData$A1=="MR")] <- 1L
bmiData$A1[which (bmiData$A1=="CD")] <- -1L
bmiData$A2[which (bmiData$A2=="MR")] <- 1L
bmiData$A2[which (bmiData$A2=="CD")] <- -1L
bmiData$A1 <- as.integer(bmiData$A1)
bmiData$A2 <- as.integer(bmiData$A2)
#----------------------------------------------------#
# define response y to be the negative 12 month
# change in BMI from baseline
#----------------------------------------------------#
bmiData$y <- -100*(bmiData[,6] - bmiData[,4])/bmiData[,4]
##########################################################
# Second-stage regression
##########################################################
#----------------------------------------------------#
# Create modelObj object for main effect component
#----------------------------------------------------#
moMain <- buildModelObj(model = ~ gender + parentBMI + month4BMI,
solver.method = 'lm')
#----------------------------------------------------#
# Create modelObj object for contrast component
#----------------------------------------------------#
moCont <- buildModelObj(model = ~ parentBMI + month4BMI,
solver.method = 'lm')
iqSS <- iqLearnSS(moMain = moMain,
moCont = moCont,
data = bmiData,
response = bmiData$y,
txName = "A2",
iter = 0)
##########################################################
# Model conditional mean of contrast function
##########################################################
#----------------------------------------------------#
# Create modelObj object for main effect component
#----------------------------------------------------#
moMain <- buildModelObj(model = ~ gender + race + parentBMI + baselineBMI,
solver.method = 'lm')
#----------------------------------------------------#
# Create modelObj object for contrast component
#----------------------------------------------------#
moCont <- buildModelObj(model = ~ gender + parentBMI + month4BMI,
solver.method = 'lm')
iqFSC <- iqLearnFSC(moMain = moMain,
moCont = moCont,
data = bmiData,
response = iqSS,
txName = "A1",
iter = 0)
##########################################################
# Variance Modeling
##########################################################
#----------------------------------------------------#
# homoskedastic variance
#----------------------------------------------------#
iqV1 <- iqLearnFSV(iqFSC)
residuals(iqV1)
#----------------------------------------------------#
# heteroskedastic variance
#----------------------------------------------------#
# Create modelObj object for main effect component
#----------------------------------------------------#
moMain <- buildModelObj(model = ~ gender + race + parentBMI + baselineBMI,
solver.method = 'lm')
#----------------------------------------------------#
# Create modelObj object for contrast component
#----------------------------------------------------#
moCont <- buildModelObj(model = ~ parentBMI + baselineBMI,
solver.method = 'lm')
iqV2 <- iqLearnFSV(object = iqFSC,
moMain = moMain,
moCont = moCont,
data = bmiData,
txName = "A1",
iter = 0)
# Estimated Value functions
vals <- qFuncs(iqV2)
head(vals)
# Residuals
res <- residuals(iqV2)
head(res)
# Model parameter estimates
coef(iqV2)
# Summary information for fit object
#summary(iqV2)
# QQ-plot
plot(iqV2)
# Value objects returned by modeling function
fitObj <- fitObject(iqV2)
fitObj
# All standard lm methods can be applied to the elements of this list.
summary(fitObj[[ "Combined" ]])
coef(fitObj[[ "Combined" ]])
head(residuals(fitObj[[ "Combined" ]]))
head(fitted.values(fitObj[[ "Combined" ]]))
plot(fitObj[[ "Combined"]])
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