R: Class "Coef.rrvglm"

Coef.rrvglm-class {VGAM} | R Documentation

## Class “Coef.rrvglm”

### Description

The most pertinent matrices and other quantities pertaining to a RR-VGLM.

### Objects from the Class

Objects can be created by calls of the form `Coef(object, ...)` where `object` is an object of class `rrvglm` (see `rrvglm-class`).

In this document, M is the number of linear predictors and n is the number of observations.

### Slots

`A`:

  Of class `"matrix"`, A.

`B1`:

  Of class `"matrix"`, B1.

`C`:

  Of class `"matrix"`, C.

`Rank`:

  The rank of the RR-VGLM.

`colx1.index`:

  Index of the columns of the `"vlm"`-type model matrix corresponding to the variables in x1. These correspond to B1.

`colx2.index`:

  Index of the columns of the `"vlm"`-type model matrix corresponding to the variables in x2. These correspond to the reduced-rank regression.

`Atilde`:

  Object of class `"matrix"`, the A matrix with the corner rows removed. Thus each of the elements have been estimated. This matrix is returned only if corner constraints were used.

### Author(s)

Thomas W. Yee

### References

Yee, T. W. and Hastie, T. J. (2003). Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.

### See Also

`Coef.rrvglm`, `rrvglm`, `rrvglm-class`, `print.Coef.rrvglm`.

### Examples

    # Rank-1 stereotype model of Anderson (1984)
    pneumo <- transform(pneumo, let = log(exposure.time), x3 = runif(nrow(pneumo)))
    fit <- rrvglm(cbind(normal, mild, severe) ~ let + x3, multinomial, data = pneumo)
    coef(fit, matrix = TRUE)
    Coef(fit)
    # print(Coef(fit), digits = 3)

[Package VGAM version 1.1-3 Index]