gnlr                  package:gnlm                  R Documentation

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_D_e_s_c_r_i_p_t_i_o_n:

     `gnlr' fits user-specified nonlinear regression equations to one
     or both parameters of the common one and two parameter
     distributions (binomial, beta binomial, double binomial,
     mult(iplicative) binomial, Poisson, negative binomial, double
     Poisson, mult(iplicative) Poisson, gamma count, Consul generalized
     Poisson, logarithmic series, geometric, normal, inverse Gauss,
     logistic, exponential, gamma, Weibull, extreme value, Cauchy,
     Pareto, Laplace, and Levy; all but the binomial-based
     distributions may be right and/or left censored). A user-specified
     -log likelihood can also be supplied for the distribution.

     Nonlinear regression models can be supplied as formulae where
     parameters are unknowns. Factor variables cannot be used and
     parameters must be scalars. (See `finterp'.)

_U_s_a_g_e:

     gnlr(y, distribution="normal", mu=NULL, shape=NULL, linear=NULL,
             pmu=NULL, pshape=NULL, exact=F, wt=1, delta=1, shfn=F, common=F,
             envir=sys.frame(sys.parent()), print.level=0, typsiz=abs(p),
             ndigit=10, gradtol=0.00001, stepmax=10*sqrt(p%*%p),
             steptol=0.00001, iterlim=100, fscale=1)

_A_r_g_u_m_e_n_t_s:

       y: A response vector for uncensored data, a two column matrix
          for binomial data or censored data, with the second column
          being the censoring indicator (1: uncensored, 0: right
          censored, -1: left censored), or an object of class, response
          (created by `restovec') or repeated (created by `rmna').

distribution: Either a character string containing the name of the
          distribution or a function giving the -log likelihood and
          calling the location and shape functions.

      mu: A user-specified function of `pmu', and possibly `linear',
          giving the regression equation for the location. This may
          contain a linear part as the second argument to the function.
          It may also be a formula beginning with ~, specifying either
          a linear regression function for the location parameter in
          the Wilkinson and Rogers notation or a general function with
          named unknown parameters. If none is supplied, the location
          is taken to be constant unless the linear argument is given.

   shape: A user-specified function of `pshape', and possibly `linear'
          and/or `mu', giving the regression equation for the
          dispersion or shape parameter. This may contain a linear part
          as the second argument to the function and the location
          function as last argument (in which case `shfn' must be set
          to TRUE). It may also be a formula beginning with ~,
          specifying either a linear regression function for the shape
          parameter in the Wilkinson and Rogers notation or a general
          function with named unknown parameters. If none is supplied,
          this parameter is taken to be constant unless the linear
          argument is given. This parameter is the logarithm of the
          usual one.

  linear: A formula beginning with ~, specifying the linear part of the
          regression function for the location parameter or list of two
          such expressions for the location and/or shape parameters.

     pmu: Vector of initial estimates for the location parameters. If
          `mu' is a formula with unknown parameters, their estimates
          must be supplied either in their order of appearance in the
          expression or in a named list.

  pshape: Vector of initial estimates for the shape parameters. If
          `shape' is a formula with unknown parameters, their estimates
          must be supplied either in their order of appearance in the
          expression or in a named list.

   exact: If TRUE, fits the exact likelihood function for continuous
          data by integration over intervals of observation, i.e.
          interval censoring.

      wt: Weight vector.

   delta: Scalar or vector giving the unit of measurement (always one
          for discrete data) for each response value, set to unity by
          default. For example, if a response is measured to two
          decimals, delta=0.01. If the response is transformed, this
          must be multiplied by the Jacobian. The transformation cannot
          contain unknown parameters. For example, with a log
          transformation, `delta=1/y'. (The delta values for the
          censored response are ignored.)

    shfn: If true, the supplied shape function depends on the location
          (function). The name of this location function must be the
          last argument of the shape function.

  common: If TRUE, `mu' and `shape' must both be functions with, as
          argument, a vector of parameters having some or all elements
          in common between them so that indexing is in common between
          them; all parameter estimates must be supplied in `pmu'. If
          FALSE, parameters are distinct between the two functions and
          indexing starts at one in each function.

   envir: Environment in which model formulae are to be interpreted or
          a data object of class, repeated, tccov, or tvcov. If `y' has
          class `repeated', it is used as the environment.

  others: Arguments controlling `nlm'.

_V_a_l_u_e:

     A list of class gnlr is returned. The printed output includes the
     -log likelihood (not the deviance), the corresponding AIC, the
     maximum likelihood estimates, standard errors, and correlations. A
     list is returned that contains all of the relevant information
     calculated, including error codes.

_A_u_t_h_o_r(_s):

     J.K. Lindsey

_E_x_a_m_p_l_e_s:

     y <- rgamma(10,2,5)
     sex <- c(rep(0,5),rep(1,5))
     sexf <- gl(2,5)
     age <- rpois(10,10)
     # linear regression with inverse Gauss distribution
     mu <- function(p) p[1]+p[2]*sex+p[3]*age
     gnlr(y, dist="inverse Gauss", mu=mu, pmu=rep(1,3), pshape=1)
     # or equivalently
     gnlr(y, dist="inverse Gauss", mu=~sexf+age, pmu=rep(1,3), pshape=1)
     # or
     gnlr(y, dist="inverse Gauss", linear=~sex+age, pmu=rep(1,3), pshape=1)
     # or
     gnlr(y, dist="inverse Gauss", mu=~b0+b1*sex+b2*age,
             pmu=list(b0=1,b1=1,b2=1), pshape=1)
     #
     # nonlinear regression with inverse Gauss distribution
     mu <- function(p, linear) p[1]+exp(linear)
     gnlr(y, dist="inverse Gauss", mu=mu, linear=~sex+age, pmu=rep(1,4),
             pshape=1)
     # or equivalently
     gnlr(y, dist="inverse Gauss", mu=~b4+exp(b0+b1*sex+b2*age),
             pmu=list(b0=1,b1=1,b2=1,b4=1), pshape=1)
     # one explicit parameter in mu, three in linear, one for shape
     #
     # include regression for the shape parameter with same mu function
     shape <- function(p) p[1]+p[2]*sex+p[3]*age
     gnlr(y, dist="inverse Gauss", mu=mu, linear=~sex+age, shape=shape,
             pmu=rep(1,4), pshape=rep(1,3))
     # or equivalently
     gnlr(y, dist="inverse Gauss", mu=mu, linear=~sexf+age,
             shape=~sexf+age, pmu=rep(1,4), pshape=rep(1,3))
     # or
     gnlr(y, dist="inverse Gauss", mu=mu, linear=list(~sex+age,~sex+age),
             pmu=rep(1,4),pshape=rep(1,3))
     # or
     gnlr(y, dist="inverse Gauss", mu=mu, linear=~sex+age,
             shape=~c0+c1*sex+c2*age, pmu=rep(1,4),
             pshape=list(c0=1,c1=1,c2=1))
     # shape as a function of the mean
     shape <- function(p, mu) p[1]+p[2]*sex+p[3]*mu
     gnlr(y, dist="inverse Gauss", mu=~age, shape=shape, pmu=rep(1,2),
             pshape=rep(1,3), shfn=T)

