R: Control Parameters for logistf Profile Likelihood Confidence...

logistpl.control {logistf} | R Documentation

## Control Parameters for logistf Profile Likelihood Confidence Interval Estimation

### Description

Sets parameters for modified Newton-Raphson iteration for finding profile likelihood confidence intervals in Firth's penalized likelihood logistic regression

### Usage

    logistpl.control(maxit=100, maxhs=5, maxstep=5, lconv=0.00001, xconv=0.00001,
       ortho=FALSE, pr=FALSE)

### Arguments

`maxit` | the maximum number of iterations
`maxhs` | the maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.
`maxstep` | specifies the maximum step size in the beta vector within one iteration.
`lconv` | specifies the convergence criterion for the log likelihood.
`xconv` | specifies the convergence criterion for the parameter estimates.
`ortho` | requests orthogonalization of variable for which confidence intervals are computed with respect to other covariates.
`pr` | request rotation of the matrix spanned by the covariates

### Details

`logistpl.control()` is used by `logistf` to set control parameters to default values when computing profile likelihood confidence intervals. Different values can be specified, e. g., by `logistf(...,` `control=` `logistf.control(maxstep=1))`.

### Value

`maxit` | the maximum number of iterations
`maxhs` | the maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.
`maxstep` | specifies the maximum step size in the beta vector within one iteration.
`lconv` | specifies the convergence criterion for the log likelihood.
`xconv` | specifies the convergence criterion for the parameter estimates.
`ortho` | specifies if orthogonalization is requested.
`pr` | specifies if rotation is requested

### Author(s)

Georg Heinze

### Examples

    data(sexagg)
    fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT,
       plcontrol=logistpl.control(maxstep=1))
    summary(fit2)

[Package logistf version 1.23 Index]