inst/india_additive.R

In mboost: Model-Based Boosting

library("mboost")
library("party")

load("india.Rdata")

##################
# Additive Model #
##################

quantiles <- c(0.05, 0.1, 0.5)

inds <- paste("w", 1:length(inds), sep="")

fmadd <- stunting ~ bols(intercept, intercept=FALSE) + 
  bols(cage) + bbs(cage, center=TRUE, df=1, knots = 20) +
  bols(breastfeeding) + bbs(breastfeeding, center=TRUE, df=1, knots=20) +
  bols(mbmi) + bbs(mbmi, center=TRUE, df=1, knots=20) +
  bols(mage) + bbs(mage, center=TRUE, df=1, knots=20) +
  bols(medu) + bbs(medu, center=TRUE, df=1, knots=20) +
  bols(edupartner) + bbs(edupartner, center=TRUE, df=1, knots=20) +
  bols(csex, center=FALSE) +
  bols(ctwin, center=FALSE) +
  bols(cbirthorder, center=FALSE) +
  bols(munemployed, center=FALSE) +
  bols(mreligion, center=FALSE) +
  bols(mresidence, center=FALSE) +
  bols(deadchildren, center=FALSE) +
  bols(wealth, center=FALSE) +
  bols(electricity, center=FALSE) +
  bols(radio, center=FALSE) +
  bols(television, center=FALSE) +
  bols(refrigerator, center=FALSE) +
  bols(bicycle, center=FALSE) +
  bols(motorcycle, center=FALSE) +
  bols(car, center=FALSE)

for(i in 1:50)
  {
  indiafit <- india[india[,inds[i]]<3,]
  indiapred <- india[india[,inds[i]]==3,]
  wfit <- as.numeric(indiafit[,inds[i]]==1)

  for(j in 1:length(quantiles))
    {
    it <- 10000
    inc <- 10000
    maxit <- 200000
    bc <- boost_control(mstop = it, nu=0.25, trace = TRUE, risk = "oob")

    model <- gamboost(fmadd,
                     data = indiafit,
                     control = bc,
                     weights = wfit,
                     family = QuantReg(tau = quantiles[j])
                     )
                      
    risk <- model$risk()                    
    while( ((risk[it-inc+1] - risk[it])>=0.05) &
            (it<=maxit) ) 
      {
      it <- it + inc
      model[it]
      risk <- model$risk()                    
      }

    save(model, file=paste("additive/model",i,"_",quantiles[j],".Rdata",sep=""))
    rm(model)
    gc()
    }
  }