R: Multiplicative Approximation of Model Residuals

residSVD {gnm} | R Documentation

## Multiplicative Approximation of Model Residuals

### Description

This function uses the first `d` components of the singular value decomposition in order to approximate a vector of model residuals by a sum of `d` multiplicative terms, with the multiplicative structure determined by two specified factors. It applies to models of class `lm`, `glm` or `gnm`.

### Usage

    residSVD(model, fac1, fac2, d = 1)

### Arguments

`model` | an object of class `gnm`, `glm` or `lm`
`fac1` | a factor
`fac2` | a factor
`d` | integer, the number of multiplicative terms to use in the approximation

### Details

This function operates on the matrix of mean residuals, with rows indexed by `fac1` and columns indexed by `fac2`. For `glm` and `glm` models, the matrix entries are weighted working residuals. The primary use of `residSVD` is to generate good starting values for the parameters in `Mult` terms in models to be fitted using `gnm`.

### Value

If `d = 1`, a numeric vector; otherwise a numeric matrix with `d` columns.

### Author(s)

David Firth and Heather Turner

### See Also

`gnm`, `Mult`

### Examples

    set.seed(1)

    ##  Goodman RC1  association model fits well (deviance 3.57, df 8)
    mentalHealth$MHS <- C(mentalHealth$MHS, treatment)
    mentalHealth$SES <- C(mentalHealth$SES, treatment)
    ## independence model
    indep <- gnm(count ~ SES + MHS, family = poisson, data = mentalHealth)
    mult1 <- residSVD(indep, SES, MHS)
    ## Now use mult1 as starting values for the RC1 association parameters
    RC1model <- update(indep, . ~ . + Mult(SES, MHS),
                       start = c(coef(indep), mult1), trace = TRUE)
    ##  Similarly for the RC2 model:
    mult2 <- residSVD(indep, SES, MHS, d = 2)
    RC2model <- update(indep, . ~ . + instances(Mult(SES, MHS), 2),
                       start = c(coef(indep), mult2), trace = TRUE)
    ##
    ## See also example(House2001), where good starting values matter much more!
    ##

[Package gnm version 1.0-8 Index]