clls(sensR)
clls()所属R语言包:sensR
Cumulative Link Location-Scale Models
累计链接位置比例模型
译者:生物统计家园网 机器人LoveR
描述----------Description----------
IMPORTANT: This function and its methods are no longer supported. The user is adviced to use clm() from package ordinal instead.
重要提示:不再支持此功能,其方法。用户谏,从包序号,而不是使用CLM()。
Fits a cumulative link location-scale model to an ordered response variable. When the scale part is left unspecified, the model reduces to a cumulative link model assuming a constant scale. With the default logistic link function, the model reduces to the famous Proportional Odds Model. With the probit link and a single two-level factor in both location and scale parts, the model is known as the Binormal model in the Signal Detection Theory and the Psychometric literature.
适合一个链路累积的位置规模的模型的有序响应变量。当标尺部分是未指定的,模型简化为一个链路累积模型假设一个恒定的规模。使用默认的逻辑连接功能,模型简化为著名的比例优势模型。地点和规模部分的链接和一个两水平因子的概率,该模型被称为双正态模型在信号检测理论和心理的文学。
用法----------Usage----------
clls(location, scale, data, weights, start, ..., subset,
na.action, contrasts = NULL, Hess = FALSE, model = TRUE,
method = c("logistic", "probit", "cloglog", "cauchit"))
参数----------Arguments----------
参数:location
a formula expression as for regression models, of the form response ~ predictors. The response should be a factor (preferably an ordered factor), which will be interpreted as an ordinal response, with levels ordered as in the factor. The model must have an intercept: attempts to remove one will lead to a warning and be ignored. An offset may be used. See the documentation of formula for other details.
回归模型,公式表达的形式response ~ predictors。的反应应该是一个因素(优选一个有序的因子),这将被解释为一个序响应,与因子的水平排列的。该模型必须有一个拦截试图删除一个会导致警告,可以忽略。一个偏移量,也可使用。请参阅文档formula其他细节。
参数:scale
a optional formula expression as for the location part, of the form ~ predictors, ie. with an empty left hand side. If left unspecified, the model assumes a constant scale and reduces to the cumulative link model. An offset may be used. See the documentation of formula for other details.
的位置部分, ~ predictors的形式,即一个可选的公式表达。用一个空的左手侧。如果未指定,该模型假设恒定的规模,并降低链路累积模型。一个偏移量,也可使用。请参阅文档formula其他细节。
参数:data
an optional data frame in which to interpret the variables occurring in formula.
一个可选的数据框,其中解释的变量发生在formula。
参数:weights
optional case weights in fitting. Default to 1.
可选的情况下,权重装修。默认为1。
参数:start
initial values for the parameters. This is in the format c(beta, theta, sigma): see the Values section.
为参数的初始值。这是格式“c(beta, theta, sigma):请参阅”值“部分。
参数:...
additional arguments to be passed to optim, most often a control argument.
其他参数被传递到的optim,最常见的是control参数。
参数:subset
expression saying which subset of the rows of the data should be used in the fit. All observations are included by default.
表达说应在适合使用的哪个子集的行的数据。默认情况下,所有的观测。
参数:na.action
a function to filter missing data.
一个函数来筛选丢失的数据。
参数:contrasts
a list of contrasts to be used for some or all of the factors appearing as variables in the model formula.
要用于出现的因素作为模型公式中的变量的一些或所有的列表对比。
参数:Hess
logical for whether the Hessian (the observed information matrix) should be returned. Use this if you intend to call summary or vcov on the fit.
符合逻辑的Hessian(观察到的信息矩阵)是否应该返回。如果你打算叫summary或vcov的拟合。
参数:model
logical for whether the model matrix should be returned.
逻辑,模型矩阵是否应该被返回。
参数:method
logistic or probit or complementary log-log or cauchit (corresponding to a Cauchy latent variable).
后勤或概率或互补的log的的log或cauchit(对应于一个柯西潜在变量)。
Details
详细信息----------Details----------
The implementation is highly inspired by polr in package MASS and should give compatible results, if scale is left unspecified.
实现高度的启发polr在包MASS应符合的结果,如果scale未指定的。
Note that standard errors are appropriate for tau = log sigma and not for sigma, because the profile likelihood is usually more symmetric for tau than for sigma. Therefore vcov will give the variance-covariance matrix of the parameters with tau rather than sigma and summary.clls will report standard errors for log sigma. Notice also that a relevant test for sigma is H_0: sigma = 1, so the relevant test for log sigma is H_0: log(sigma) = 0. This is reflected in the z value for sigma returned by summary.clls.
需要注意的是适当的标准误差tau=logsigma,而不是为sigma,通常是对称的tau比sigma,因为配置文件的可能性。因此vcov会给方差 - 协方差矩阵的参数tau而不是sigma和summary.clls报告标准错误logsigma。另请注意,相关的测试sigmaH_0: sigma = 1,所以相关的测试的logsigma是H_0: log(sigma) = 0。这反映在z值sigma返回summary.clls的。
There are methods for the standard model-fitting functions, including summary, vcov, anova, and an extractAIC method.
有一些方法的标准模型拟合功能,包括summary,vcov,anova和extractAIC方法。
值----------Value----------
A object of class "clls". This has components
一个对象类"clls"。这也有组件
<table summary="R valueblock"> <tr valign="top"><td>coefficients</td> <td> the coefficients of the location (beta), the intercepts (theta) and the scale (sigma).</td></tr> <tr valign="top"><td>beta</td> <td> the parameter estimates of the location part.</td></tr> <tr valign="top"><td>theta</td> <td> the intercepts/thresholds for the class boundaries.</td></tr> <tr valign="top"><td>sigma</td> <td> the parameter estimates of the scale part.</td></tr> <tr valign="top"><td>tau</td> <td> parameter estimates of the scale part on the log scale; ie. tau = log sigma.</td></tr> <tr valign="top"><td>deviance</td> <td> the residual deviance.</td></tr> <tr valign="top"><td>fitted.values</td> <td> a matrix, with a column for each level of the response with the fitted probabilities.</td></tr> <tr valign="top"><td>fitted.case</td> <td> a vector of same length as response, with the fitted probabilities on a case-by-case basis.</td></tr> <tr valign="top"><td>lev</td> <td> the names of the response levels.</td></tr> <tr valign="top"><td>terms.location</td> <td> a terms structure describing the location part.</td></tr> <tr valign="top"><td>terms.scale</td> <td> a terms structure describing the scale part.</td></tr> <tr valign="top"><td>df.residual</td> <td> the number of residual degrees of freedoms, calculated using the weights.</td></tr> <tr valign="top"><td>edf</td> <td> the (effective) number of degrees of freedom used by the model</td></tr> <tr valign="top"><td>n, nobs</td> <td> the (effective) number of observations, calculated using the weights.</td></tr> <tr valign="top"><td>call</td> <td> the matched call.</td></tr> <tr valign="top"><td>method</td> <td> the matched method used.</td></tr> <tr valign="top"><td>convergence</td> <td> the convergence code returned by optim.</td></tr> <tr valign="top"><td>niter</td> <td> the number of function and gradient evaluations used by optim.</td></tr> <tr valign="top"><td>Hessian</td> <td> if Hess is true, the observed Fisher information matrix.</td></tr> <tr valign="top"><td>location</td> <td> if model is true, the model.frame for the location part.</td></tr> <tr valign="top"><td>scale</td> <td> if model is true, the model.frame for the scale part.</td></tr> </table>
<table summary="R valueblock"> <tr valign="top"> <TD> coefficients</ TD> <TD>系数的位置(beta),截距(theta)和规模(sigma)</ TD> </ TR> <tr valign="top"> <TD>beta </ TD> <TD>的参数估计部分的位置。</ TD> </ TR> <tr valign="top"> <TD>theta </ TD> <TD>拦截/阈值的阶级界限。</ TD> </ TR> <tr valign="top"> <TD>sigma </ TD> <TD>参数估计的规模。</ TD> </ TR> <tr valign="top"> < tau TD> </ TD> <TD>参数估计规模上的log规模,即。 tau=logsigma。</ TD> </ TR> <tr valign="top"> <TD>deviance </ TD> <TD>的残余偏差。</ TD> </ TR> <tr valign="top"> <TD> fitted.values</ TD> <td>一个矩阵,一列每个级别的响应拟合概率。</ TD> </ TR> <tr valign="top"> <TD> fitted.case</ TD> <td>一个向量的长度相同,response,一情况件逐案的拟合概率基础。</ TD> </ TR> <tr valign="top"> <TD>lev</ TD> <TD>的响应级别的名称。</ TD> </ TR> <TR VALIGN =“”> <TD>terms.location </ TD> <td>一个terms结构描述位置的一部分。</ TD> </ TR> <tr valign="top"> < terms.scale TD> </ TD> <td>一个terms规模部分的结构来描述。</ TD> </ TR> <tr valign="top"> <TD>df.residual </ TD> <TD>剩余自由度的数量,来计算权重。</ TD> </ TR> <tr valign="top"> <TD>edf </ TD> <TD >(生效日期)模型所使用的自由度</ TD> </ TR> <tr valign="top"> <TD> n, nobs</ TD> <TD>的数(有效的)的观测,来计算权重。</ TD> </ TR> <tr valign="top"> <TD>call</ TD> <TD>匹配的呼叫。</ TD> </ TR > <tr valign="top"> <TD> method </ TD> <TD>匹配的方法。</ TD> </ TR> <tr valign="top"> <TD> X> </ TD> <TD>收敛代码返回convergence。</ TD> </ TR> <tr valign="top"> <TD> optim</ TD> < TD>的数量的功能和梯度评价niter。</ TD> </ TR> <tr valign="top"> <TD>optim </ TD> <TD>,如果 Hessian是真实的,所观察到的Fisher信息矩阵。</ TD> </ TR> <tr valign="top"> <TD> Hess </ TD> <TD>如果location是真实的,model的位置部分。</ TD> </ TR> <tr valign="top"> <TD>model.frame </ TD> <TD>如果scale “”是真的,model规模的一部分。</ TD> </ TR> </ TABLE>
参考文献----------References----------
Agresti, A. (2002) Categorical Data. Second edition. Wiley.
Christensen, R. H. B., Brockhoff, P. B. and Cleaver, G. (2008) Estimation and Inference in the A-Not A test with Sureness. Manuscript for Food Quality and Preference.
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
参见----------See Also----------
polr, optim, glm, multinom.
polr,optim,glm,multinom。
实例----------Examples----------
options(contrasts = c("contr.treatment", "contr.poly"))
## Extend example from polr in package MASS:[在包MASS扩展的例子polr的:]
## Fit model from polr example:[合适的模型polr例如:]
data(housing, package = "MASS")
fm1 <- clls(Sat ~ Infl + Type + Cont, weights = Freq, data = housing)
fm1
summary(fm1)
## With probit link:[#概率链接:]
summary(update(fm1, method = "probit"))
## Allow scale to depend on Cont-variable[#允许规模取决于-cont变量]
summary(fm2 <- update(fm1, scale =~ Cont))
anova(fm1, fm2)
## which seems to improve the fit[#这似乎是提高配合]
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注:
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