Control Parameters for logistf
Sets parameters for Newton-Raphson iteration in Firth's penalized-likelihood logistic regression.
logistf.control( maxit = 25, maxhs = 5, maxstep = 5, lconv = 1e-05, gconv = 1e-05, xconv = 1e-05, collapse = TRUE )
maxit |
The maximum number of iterations |
maxhs |
The maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood. |
maxstep |
Specifies the maximum step size in the beta vector within one iteration. |
lconv |
Specifies the convergence criterion for the log likelihood. |
gconv |
Specifies the convergence criterion for the first derivative of the log likelihood (the score vector). |
xconv |
Specifies the convergence criterion for the parameter estimates. |
collapse |
If |
logistf.control() is used by logistf and logistftest to set control parameters to default values.
Different values can be specified, e. g., by logistf(..., control= logistf.control(maxstep=1)).
maxit |
The maximum number of iterations |
maxhs |
The maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood. |
maxstep |
Specifies the maximum step size in the beta vector within one iteration. |
lconv |
Specifies the convergence criterion for the log likelihood. |
gconv |
Specifies the convergence criterion for the first derivative of the log likelihood (the score vector). |
xconv |
Specifies the convergence criterion for the parameter estimates. |
collapse |
If |
Georg Heinze
data(sexagg)
fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT,
control=logistf.control(maxstep=1))
summary(fit2)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.