Description

Objectives that are used in profile.brglm

Usage

Arguments

Details

These objectives follow the specifications for objectives in the profileModel package and are used from profile.brglm.

penalizedDeviance returns a deviance-like value corresponding to a likelihood function penalized by Jeffreys invariant prior. It has been used by Heinze & Schemper (2002) and by Bull et. al. (2002) for the construction of confidence intervals for the bias-reduced estimates in logistic regression. The X argument is the model matrix of the full (not the restricted) fit.

modifiedScoreStatistic mimics RaoScoreStatistic in profileModel, but with the ordinary scores replaced with the modified scores used for bias reduction. The argument X has the same interpretation as for penalizedDeviance.

Value

A scalar.

Author(s)

Ioannis Kosmidis, ioannis.kosmidis@warwick.ac.uk

References

Kosmidis I. and Firth D. (2021). Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models. Biometrika, 108, 71–82.

Bull, S. B., Lewinger, J. B. and Lee, S. S. F. (2007). Confidence intervals for multinomial logistic regression in sparse data. Statistics in Medicine 26, 903–918.

Heinze, G. and Schemper, M. (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21, 2409–2419.

See Also

profileModel, profile.brglm.