Conditional logistic regression
Estimates a logistic regression model by maximizing the conditional likelihood. The conditional likelihood calculations are exact, and scale efficiently to strata with large numbers of cases.
clogistic(formula, strata, data, subset, na.action, init, model = TRUE, x = FALSE, y = TRUE, contrasts = NULL, iter.max=20, eps=1e-6, toler.chol = sqrt(.Machine$double.eps))
formula |
Model formula |
strata |
Factor describing membership of strata for conditioning |
data |
data frame containing the variables in the formula and strata arguments |
subset |
subset of records to use |
na.action |
missing value handling |
init |
initial values |
model |
a logical value indicating whether model frame should be included as a component of the returned value |
x,y |
logical values indicating whether the response vector and model matrix used in the fitting process should be returned as components of the returned value. |
contrasts |
an optional list. See the |
iter.max |
maximum number of iterations |
eps |
Convergence tolerance. Iteration continues until the relative
change in the conditional log likelihood is less than |
toler.chol |
Tolerance used for detection of a singularity during a Cholesky
decomposition of the variance matrix. This is used to detect
redundant predictor variables. Must be less than |
An object of class "clogistic"
. This is a list containing
the following components:
coefficients |
the estimates of the log-odds ratio parameters. If the model is over-determined there will be missing values in the vector corresponding to the redundant columns in the model matrix. |
var |
the variance matrix of the coefficients. Rows and columns corresponding to any missing coefficients are set to zero. |
loglik |
a vector of length 2 containing the log-likelihood with the initial values and with the final values of the coefficients. |
iter |
number of iterations used. |
n |
number of observations used. Observations may be dropped
either because they are missing, or because they belong to a
homogeneous stratum. For more details on which observations were
used, see |
informative |
if |
The output will also contain the following, for documentation see the
glm
object: terms
, formula
,
call
, contrasts
, xlevels
, and, optionally,
x
, y
, and/or frame
.
Martyn Plummer
data(bdendo) clogistic(d ~ cest + dur, strata=set, data=bdendo)
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