R: Summarizing Vector Generalized Linear Model Fits

summaryvglm {VGAM} | R Documentation

## Summarizing Vector Generalized Linear Model Fits

### Description

These functions are all `methods` for class `vglm` or `summary.vglm` objects.

### Usage

    summaryvglm(object, correlation = FALSE, dispersion = NULL,
                digits = NULL, presid = TRUE,
                HDEtest = TRUE, hde.NA = TRUE, threshold.hde = 0.001,
                signif.stars = getOption("show.signif.stars"),
                nopredictors = FALSE,
                lrt0.arg = FALSE, score0.arg = FALSE, wald0.arg = FALSE,
                values0 = 0, subset = NULL, omit1s = TRUE,
                ...)
    ## S3 method for class 'summary.vglm'
    show(x, digits = max(3L, getOption("digits") - 3L),
               quote = TRUE, prefix = "", presid = TRUE,
               HDEtest = TRUE, hde.NA = TRUE, threshold.hde = 0.001,
               signif.stars = NULL, nopredictors = NULL,
               top.half.only = FALSE, ...)

### Arguments

`object` | an object of class `"vglm"`, usually, a result of a call to `vglm`.
`x` | an object of class `"summary.vglm"`, usually, a result of a call to `summaryvglm()`.
`dispersion` | used mainly for GLMs. See `summary.glm`.
`correlation` | logical; if `TRUE`, the correlation matrix of the estimated parameters is returned and printed.
`digits` | the number of significant digits to use when printing.

`signif.stars` | logical; if `TRUE`, ‘significance stars’ are printed for each coefficient.

`presid` | Pearson residuals; print out some summary statistics of these?
`HDEtest` | logical; if `TRUE` (the default) then a test for the HDE is performed, else all arguments related to the HDE are ignored.
`hde.NA` | logical; if a test for the Hauck-Donner effect is done (for each coefficient) and it is affirmative should that Wald test p-value be replaced by an `NA`? The default is to do so. Setting `hde.NA = FALSE` will print the p-value even though it will be biased upwards. Also see argument `threshold.hde`.
`threshold.hde` | numeric; used if `hde.NA = TRUE` and is present for some coefficients. Only p-values greater than this argument will be replaced by an `NA`, the reason being that small p-values will already be statistically significant. Hence setting `threshold.hde = 0` will print out a `NA` if the HDE is present.
`quote` | Fed into `print()`.
`nopredictors` | logical; if `TRUE` the names of the linear predictors are not printed out. The default is that they are.
`lrt0.arg, score0.arg, wald0.arg` | Logical. If `lrt0.arg = TRUE` then the other arguments are passed into `lrt.stat.vlm` and the equivalent of the so-called Wald table is outputted. Similarly, if `score0.arg = TRUE` then the other arguments are passed into `score.stat.vlm` and the equivalent of the so-called Wald table is outputted. Similarly, if `wald0.arg = TRUE` then the other arguments are passed into `wald.stat.vlm` and the Wald table corresponding to that is outputted. See details below. Setting any of these will result in further IRLS iterations being performed, therefore may be computationally expensive.
`values0, subset, omit1s` | These arguments are used if any of the `lrt0.arg`, `score0.arg`, `wald0.arg` arguments are used. They are passed into the appropriate function, such as `wald.stat.vlm`.
`top.half.only` | logical; if `TRUE` then only print out the top half of the usual output. Used for P-VGAMs.
`prefix` | Not used.
`...` | Not used.

### Details

Originally, `summaryvglm()` was written to be very similar to `summary.glm`, however now there are a quite a few more options available. By default, `show.summary.vglm()` tries to be smart about formatting the coefficients, standard errors, etc. and additionally gives ‘significance stars’ if `signif.stars` is `TRUE`. The `coefficients` component of the result gives the estimated coefficients and their estimated standard errors, together with their ratio. This third column is labelled `z value` regardless of whether the dispersion is estimated or known (or fixed by the family). A fourth column gives the two-tailed p-value corresponding to the z ratio based on a Normal reference distribution. In general, the t distribution is not used, but the normal distribution is.

Correlations are printed to two decimal places (or symbolically): to see the actual correlations print `summary(object)@correlation` directly.

The Hauck-Donner effect (HDE) is tested for almost all models; see `hdeff.vglm` for details. Arguments `hde.NA` and `threshold.hde` here are meant to give some control of the output if this aberration of the Wald statistic occurs (so that the p-value is biased upwards). If the HDE is present then using `lrt.stat.vlm` to get a more accurate p-value is a good alternative as p-values based on the likelihood ratio test (LRT) tend to be more accurate than Wald tests and do not suffer from the HDE. Alternatively, if the HDE is present then using `wald0.arg = TRUE` will compute Wald statistics that are HDE-free; see `wald.stat`.

The arguments `lrt0.arg` and `score0.arg` enable the so-called Wald table to be replaced by the equivalent LRT and Rao score test table; see `lrt.stat.vlm`, `score.stat`. Further IRLS iterations are performed for both of these, hence the computational cost might be significant.

It is possible for programmers to write a methods function to print out extra quantities when `summary(vglmObject)` is called. The generic function is `summaryvglmS4VGAM()`, and one can use the S4 function `setMethod` to compute the quantities needed. Also needed is the generic function is `showsummaryvglmS4VGAM()` to actually print the quantities out.

### Value

`summaryvglm` returns an object of class `"summary.vglm"`; see `summary.vglm-class`.

### Warning

Currently the SE column is deleted when `lrt0 = TRUE` because SEs are not so meaningful with the LRT. In the future an SE column may be inserted (with `NA` values) so that it has 4-column output like the other tests. In the meantime, the columns of this matrix should be accessed by name and not number.

### Author(s)

T. W. Yee.

### See Also

`vglm`, `confintvglm`, `vcovvlm`, `summary.glm`, `summary.lm`, `summary`, `hdeff.vglm`, `lrt.stat.vlm`, `score.stat`, `wald.stat`.

### Examples

    ## For examples see example(glm)
    pneumo <- transform(pneumo, let = log(exposure.time))
    (afit <- vglm(cbind(normal, mild, severe) ~ let, acat, data = pneumo))
    coef(afit, matrix = TRUE)
    summary(afit)  # Might suffer from the Hauck-Donner effect
    coef(summary(afit))
    summary(afit, lrt0 = TRUE, score0 = TRUE, wald0 = TRUE)

[Package VGAM version 1.1-3 Index]