Description

The fitting functions allow some parameters to be fixed rather than estimated. Fixed-effect coefficients can be set by by way of the etaFix argument (linear predictor coefficients) for all fitting functions. Random-effect parameters can be set by an argument with a different name for the different fitting functions: fixed for fitme, ranFix for HLfit and corrHLfit, and ranPars for HLCor. This diversity of names may be confusing, but keep in mind that ranFix allows one to fix parameters that HLfit and corrHLfit would otherwise estimate, while ranPars can be used to set correlation parameters that HLCor does not estimate but nevertheless requires (e.g., Matérn parameters).

Details

etaFix is a list with principal element beta, which should be a vector of (a subset of) the coefficients (β) of the fixed effects, with names as shown in a fit without such given values. If REML is used to fit random effect parameters, then etaFix affects by default the REML correction for estimation of dispersion parameters, which depends only on which β coefficients are estimated rather than given. This default behaviour will be overridden whenever a non-null REMLformula is provided to the fitting functions (see Example). REMLformula is the preferred way to control non-standard REML fits. Alternatively, with a non-NULL etaFix$beta, REML can also be performed as if all β coefficients were estimated, by adding attribute keepInREML=TRUE to etaFix$beta. Using an REMLformula will override such a specification.

Despite its different name for different fitting functions, the argument for fixing random-effect parameters has a common syntax for all functions. It is a list, with the following possible elements, whose nature is further detailed below: phi (variance of residual error, for gaussian and Gamma HGLMs), lambda (random-effect variances, except for random-coefficient terms), ranCoefs (random-coefficient parameters), and corrPars (correlation parameters, when handled by the fitting function). Individual correlation parameters such as rho, nu, Nugget, ARphi... are also possible When there is no ambiguity as to which random effect these correlation parameters apply. This was the original syntax, conceived when spaMM handled a single spatial random effect, and it is still convenient when applicable, but it should not be mixed with corrPars usage.

phi may be a single value or a vector of the same length as the response vector (the number of rows in the data, once non-informative rows are removed).

lambda may be a single value (if there is a single random effect, or a vector allowing to specify unambiguously variance values for some random effect(s). It can thus take the form lambda=c(NA,1) or lambda=c("2"=1) (note the name) to assign a value only to the variance of the second of two random effects.

ranCoefs is a list of numeric vectors, each numeric vector specifying the variance and correlation parameters for a random-coefficient term. As for lambda, it may be incomplete, using names to specify the random effect to which the parameters apply. For example, to assign variances values 3 and 7, and correlation value -0.05, to a second random effect, one can use ranCoefs=list("2"=c(3,-0.05,7)) (note the name). The elements of each vector are variances and correlations, matching those of the printed summary of a fit. The order of these elements must be the order of the lower.tri of a covariance matrix, as shown e.g. by
m2 <- matrix(NA, ncol=2,nrow=2); m2[lower.tri(m2,diag=TRUE)] <- seq(3); m2.
fitme accepts partially fixed parameters for a random coefficient term, e.g., ranCoefs=list("2"=c(NA,-0.05,NA)), although this may not mix well with some obscure options, such as control=list(refit=list(ranCoefs=TRUE)) which will ignore the fixed values. help("GxE") shows how to use this to fit different variances for different levels of a factor.

corrPars is a list, and it may also be incomplete, using names to specify the affected random effect as shown for lambda and ranCoefs. For example, ranFix=list(corrPars=list("1"=list(nu=0.5))) makes explicit that nu=0.5 applies to the first ("1") random effect in the model formula. Its elements may be the correlation parameters of the given random effect. For the Matérn model, these are the correlation parameters rho (scale parameter(s)), nu (smoothness parameter), and (optionally) Nugget (see Matern). The rho parameter can itself be a vector with different values for different geographic coordinates. For the adjacency model, the only correlation parameter is a scalar rho (see adjacency). For the AR1 model, the only correlation parameter is a scalar ARphi (see AR1). Consult the documentation for other types of random effects, such as Cauchy or IMRF, for any information missing here.

Examples