amlpoisson(VGAM)
amlpoisson()所属R语言包：VGAM
Poisson Regression by Asymmetric Maximum Likelihood Estimation
不对称的最大似然估计的泊松回归
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Poisson quantile regression estimated by maximizing an asymmetric likelihood function.
泊松分位数回归估计不对称的似然函数最大化。
用法----------Usage----------
amlpoisson(w.aml = 1, parallel = FALSE, imethod = 1, digw = 4,
link = "loge", earg = list())
参数----------Arguments----------
参数：w.aml
Numeric, a vector of positive constants controlling the percentiles. The larger the value the larger the fitted percentile value (the proportion of points below the “w-regression plane”). The default value of unity results in the ordinary maximum likelihood (MLE) solution.
数字，正数的向量控制的百分。该值越大，拟合的百分位数的值（以下的“w回归平面的点的比例”）越大。统一的默认值的查询结果在普通的最大似然（MLE）溶液。
参数：parallel
If w.aml has more than one value then this argument allows the quantile curves to differ by the same amount as a function of the covariates. Setting this to be TRUE should force the quantile curves to not cross (although they may not cross anyway). See CommonVGAMffArguments for more information.
如果w.aml有一个以上的值，则此参数允许不同的协变量的函数相同数额的位数曲线。设置TRUE应该迫使位数曲线不交叉（尽管他们可能不能跨越反正）。见CommonVGAMffArguments更多信息。
参数：imethod
Integer, either 1 or 2 or 3. Initialization method. Choose another value if convergence fails.
整数，1或2或3。初始化方法。选择另一个值，如果收敛失败。
参数：digw
Passed into Round as the digits argument for the w.aml values; used cosmetically for labelling.
传递到Rounddigits参数w.aml的值;用于美容标签。
参数：link, earg
See poissonff.
见poissonff。
Details
详细信息----------Details----------
This method was proposed by Efron (1992) and full details can be obtained there. The model is essentially a Poisson regression model (see poissonff) but the usual deviance is replaced by an asymmetric squared error loss function; it is multiplied by w.aml for positive residuals. The solution is the set of regression coefficients that minimize the sum of these deviance-type values over the data set, weighted by the weights argument (so that it can contain frequencies). Newton-Raphson estimation is used here.
者埃夫隆（1992）提出了这种方法，全部细节可以有以下方式获得。该模型本质上是一个泊松回归模型（见poissonff），但一般的越轨行为被替换为一个非对称的平方误差损失函数，它是乘以w.aml残差为正的。该解决方案是一套，最大限度地减少这些偏差类型的值的总和以上的数据集，加权weights参数（以便它可以包含频率）的回归系数。这里使用Newton-Raphson法估计。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm and vgam.
类的一个对象"vglmff"（见vglmff-class）。该对象被用于建模功能如vglm和vgam。
警告----------Warning ----------
If w.aml has more than one value then the value returned by deviance is the sum of all the (weighted) deviances taken over all the w.aml values. See Equation (1.6) of Efron (1992).
如果w.aml有一个以上的值，然后返回的值deviance的所有（加权）deviances的接管所有w.aml值的总和。 ·埃夫隆（1992），见公式（1.6）。
注意----------Note----------
On fitting, the extra slot has list components "w.aml" and "percentile". The latter is the percent of observations below the “w-regression plane”, which is the fitted values. Also, the individual deviance values corresponding to each element of the argument w.aml is stored in the extra slot.
配件，extra插槽列表组件"w.aml"和"percentile"。后者是％以下的“w回归平面”，这是对于拟合值的观测。此外，个别越轨值对应于每个元素的参数w.aml被存储在extra插槽。
For amlpoisson objects, methods functions for the generic functions qtplot and cdf have not been written yet.
对于amlpoisson对象，方法，功能的通用功能qtplot和cdf还没有被写入尚未。
About the jargon, Newey and Powell (1987) used the name expectiles for regression surfaces obtained by asymmetric least squares. This was deliberate so as to distinguish them from the original regression quantiles of Koenker and Bassett (1978). Efron (1991) and Efron (1992) use the general name regression percentile to apply to all forms of asymmetric fitting. Although the asymmetric maximum likelihood method very nearly gives regression percentiles in the strictest sense for the normal and Poisson cases, the phrase quantile regression is used loosely in this VGAM documentation.
关于用行话来说，，纽维和鲍威尔（1987年）使用的名称expectiles，为通过非对称最小二乘回归表面。这是经过深思熟虑的，以区分他们Koenker和巴塞特（1978）从原来的回归位数的。 ·埃夫隆（1991）和埃弗龙（1992）使用的总称回归，百分位数适用于所有形式的不对称配件。虽然非对称非常接近最大似然法，回归百分严格意义上的正常和泊松的情况下，这句话的分量回归松散的这VGAM文件。
In this documentation the word quantile can often be interchangeably replaced by expectile (things are informal here).
在本文档中字位数经常被交替更换expectile（这里的东西都是非正式的）。
（作者）----------Author(s)----------
Thomas W. Yee
参考文献----------References----------
Regression percentiles using asymmetric squared error loss. Statistica Sinica, 1, 93–125.
Poisson overdispersion estimates based on the method of asymmetric maximum likelihood. Journal of the American Statistical Association, 87, 98–107.
Regression quantiles. Econometrica, 46, 33–50.
Asymmetric least squares estimation and testing. Econometrica, 55, 819–847.
参见----------See Also----------
amlnormal, amlbinomial, alaplace1.
amlnormal，amlbinomial，alaplace1。
实例----------Examples----------
set.seed(1234)
mydat = data.frame(x = sort(runif(nn <- 200)))
mydat = transform(mydat, y = rpois(nn, exp(0-sin(8*x))))
(fit = vgam(y ~ s(x), fam=amlpoisson(w.aml=c(0.02, 0.2, 1, 5, 50)),
mydat, trace=TRUE))
fit@extra
## Not run: [＃不运行：]
# Quantile plot[分量图]
with(mydat, plot(x, jitter(y), col="blue", las=1, main=
paste(paste(round(fit@extra$percentile, dig=1), collapse=", "),
"percentile-expectile curves")))
with(mydat, matlines(x, fitted(fit), lwd=2))
## End(Not run)[＃（不执行）]
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注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-10-1 15:25:05
