R: Objectives to be profiled

profileObjectives-brglm {brglm} | R Documentation

## Objectives to be profiled

### Description

Objectives that are used in `profile.brglm`

### Usage

    penalizedDeviance(fm, X, dispersion = 1)

    modifiedScoreStatistic(fm, X, dispersion = 1)

### Arguments

`fm` | the restricted fit.
`X` | the model matrix of the fit on all parameters.
`dispersion` | the dispersion parameter.

### Details

These objectives follow the specifications for objectives in the profileModel package and are used from `profile.brglm`.

`penalizedDeviance` returns a deviance-like value corresponding to a likelihood function penalized by Jeffreys invariant prior. It has been used by Heinze & Schemper (2002) and by Bull et. al. (2002) for the construction of confidence intervals for the bias-reduced estimates in logistic regression. The `X` argument is the model matrix of the full (not the restricted) fit.

`modifiedScoreStatistic` mimics `RaoScoreStatistic` in profileModel, but with the ordinary scores replaced with the modified scores used for bias reduction. The argument `X` has the same interpretation as for `penalizedDeviance`.

### Value

A scalar.

### Author(s)

Ioannis Kosmidis, i.kosmidis@ucl.ac.uk

### References

Bull, S. B., Lewinger, J. B. and Lee, S. S. F. (2007). Confidence intervals for multinomial logistic regression in sparse data. Statistics in Medicine 26, 903–918.

Heinze, G. and Schemper, M. (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21, 2409–2419.

### See Also

`profileModel`, `profile.brglm`.

[Package brglm version 0.5-9 Index]