Control Parameters for Hurdle Count Data Regression
Various parameters that control fitting of hurdle regression models
using hurdle.
hurdle.control(method = "BFGS", maxit = 10000, trace = FALSE, separate = TRUE, start = NULL, ...)
method |
characters string specifying the |
maxit |
integer specifying the |
trace |
logical or integer controlling whether tracing information on
the progress of the optimization should be produced (passed to |
separate |
logical. Should the estimation of the parameters in the truncated count component and hurdle zero component be carried out separately? See details. |
start |
an optional list with elements |
... |
arguments passed to |
All parameters in hurdle are estimated by maximum likelihood
using optim with control options set in hurdle.control.
Most arguments are passed on directly to optim, only trace is also
used within hurdle and separate/start control how optim
is called.
Starting values can be supplied via start or estimated by
glm.fit (default).
If separate = TRUE (default) the likelihoods of the truncated count component and the
hurdle zero component will be maximized separately, otherwise the joint likelihood is
set up and maximized. Standard errors are derived numerically using
the Hessian matrix returned by optim. To supply starting
values, start should be a list with elements "count" and "zero"
and potentially "theta" (a named vector, for models with negative binomial components
only) containing the starting values for the coefficients of the corresponding component
of the model.
A list with the arguments specified.
Achim Zeileis <Achim.Zeileis@R-project.org>
data("bioChemists", package = "pscl")
## default start values
fm1 <- hurdle(art ~ fem + ment, data = bioChemists,
dist = "negbin", zero = "negbin")
## user-supplied start values and other options
fm2 <- hurdle(art ~ fem + ment, data = bioChemists,
dist = "negbin",
zero = "negbin",
trace=TRUE,
separate=FALSE,
start = list(count = c(0.3, -0.2, 0),
zero = c(4, -2, 0.8),
theta = c(count = 2, zero = 0.1)))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.