solver.sim: Solver for Method of Simulated Moments

In msim: This package implements the method of simulated moments for the GLMM logit mixed model as described in Jiang's (1998) article, Consistent Estimators in Generalized Linear Mixed Models.

Description

Function to simulate one set of MSM estimates.

Usage

solver.sim(num_MC_sims= 10000, num_subs = NULL, obs_per_sub = NULL, y.i = NULL, start = c(0, 1), true.mu = NULL, true.sigma = NULL, method = "nleqslv")

Arguments

num_MC_sims	Number of values used to produce one MSM; default is 10000
num_subs	Index of i (number of subjects); default is NULL
obs_per_sub	Vector of length num_subs; Index of j (number of observations per subject); default is NULL
y.i	Sums over j of the y_ij, produced by simulate.fun or provided by user; default is NULL
start	Vector of starting values for (mu,sigma); default values are (0,1)
true.mu	True value of mu; default is NULL
true.sigma	True value of sigma; default is NULL
method	One of ("multiroot","optim","nleqslv"); default is multiroot. This determines the solver utilized within the MSM. If multiroot is selected, the function will use the multirootrootSolve function. If optim is selected, the function will use the optimbase function to minimize the Euclidean norm of the system. If nleqslv is chosen, nleqslvnleqslv will solve the system of equations using the Newton method.

Details

The user must enter values for num_subs, obs_per_sub, and y.i or the function will produce an error. If mu and sigma are known, these should be entered as well. The other arguments are available for user to tune methodology.

Value

par.1.mu
mu.mse
par.1.sigma
sigma.mse
par.1.sigma2
sigma2.mse

Note

This functions can be used as a stand alone but is most useful when being called by the other function msm in this package.

Author(s)

Lindsey Dietz

References

Jiang, J. (1998). Consistent Estimators in Generalized Linear Mixed Models. Journal of the American Statistical Association, 93, 720–729.

Jiang, J. and Zhang, W. (2001). Robust estimation in generalized linear mixed models. Biometrika, 88, 753–765.

See Also

optim multiroot nleqslv

msim documentation built on May 2, 2019, 5:50 p.m.