Class “Coef.rrvglm”
The most pertinent matrices and other quantities pertaining to a RR-VGLM.
Objects can be created by calls of the form
Coef(object, ...)
where object
is an object
of class rrvglm
(see rrvglm-class
).
In this document, M is the number of linear predictors and n is the number of observations.
A
:Of class "matrix"
, A.
B1
:Of class "matrix"
, B1.
C
:Of class "matrix"
, C.
Rank
:The rank of the RR-VGLM.
colx1.index
:Index of the columns of the
"vlm"
-type model matrix corresponding to the variables
in x1. These correspond to B1.
colx2.index
:Index of the columns of the
"vlm"
-type model matrix corresponding to the variables
in x2. These correspond to the reduced-rank regression.
Atilde
:Object of class "matrix"
, the
A matrix with the corner rows removed. Thus each of the
elements have been estimated. This matrix is returned only
if corner constraints were used.
Thomas W. Yee
Yee, T. W. and Hastie, T. J. (2003). Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.
Coef.rrvglm
,
rrvglm
,
rrvglm-class
,
print.Coef.rrvglm
.
# Rank-1 stereotype model of Anderson (1984) pneumo <- transform(pneumo, let = log(exposure.time), x3 = runif(nrow(pneumo))) fit <- rrvglm(cbind(normal, mild, severe) ~ let + x3, multinomial, data = pneumo) coef(fit, matrix = TRUE) Coef(fit) # print(Coef(fit), digits = 3)
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