logistf: logistpl.control – R documentation

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logistpl.control

Control Parameters for logistf Profile Likelihood Confidence Interval Estimation

Description

Sets parameters for modified Newton-Raphson iteration for finding profile likelihood confidence intervals in Firth's penalized likelihood logistic regression

Usage

logistpl.control(
  maxit = 100,
  maxhs = 5,
  maxstep = 5,
  lconv = 1e-05,
  xconv = 1e-05,
  ortho = FALSE,
  pr = FALSE
)

Arguments

`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.
`xconv`	Specifies the convergence criterion for the parameter estimates.
`ortho`	Requests orthogonalization of variable for which confidence intervals are computed with respect to other covariates
`pr`	Request rotation of the matrix spanned by the covariates

Details

logistpl.control() is used by logistf to set control parameters to default values when computing profile likelihood confidence intervals. Different values can be specified, e. g., by logistf(..., control= logistf.control(maxstep=1)).

Value

`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.
`xconv`	Specifies the convergence criterion for the parameter estimates.
`ortho`	specifies if orthogonalization is requested.
`pr`	specifies if rotation is requested

Author(s)

Georg Heinze

Examples

data(sexagg)
fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT, 
    plcontrol=logistpl.control(maxstep=1))
summary(fit2)

logistf

Firth's Bias-Reduced Logistic Regression

v1.24

GPL

Authors

Georg Heinze [aut, cre], Meinhard Ploner [aut], Daniela Dunkler [ctb], Harry Southworth [ctb], Lena Jiricka [aut]

Initial release

2020-09-10