prcbr {RCBR}

Profiling estimation methods for RCBR models

Description

Profile likelihood and (GEE) score methods for estimation of random coefficient binary response models. This function is a wrapper for rcbr that uses the offset argument to implement estimation of additional fixed parameters. It may be useful to restrict the domain of the optimization over the profiled parameters, this can be accomplished, at least for box constraints by setting omethod = "L-BFGS-B" and specifying the lo and up accordingly.

Usage

prcbr(
  formula,
  b0,
  data,
  logL = TRUE,
  omethod = "BFGS",
  lo = -Inf,
  up = Inf,
  ...
)

Arguments

formula

is of the extended form enabled by the Formula package. In the Cosslett, or current status, model the formula takes the form y ~ v | z where v is the covariate designated to have coefficient one, and z is another covariate or group of covariates that are assumed fixed coefficients that are to be estimated.

b0

is either an initial value of the parameter for the Z covariates or a matrix of such values, in which case optimization occurs over this discrete set, when there is only one covariate then b0 is either scalar, or a vector.

data

data frame for formula variables

logL

if logL is TRUE the log likelihood is optimized, otherwise a GEE score criterion is minimized.

omethod

optimization method for optim, default "BFGS".

lo

lower bound(s) for the parameter domain

up

upper bound(s) for the parameter domain

...

other arguments to be passed to rcbr.fit to control fitting.

Value

a list comprising the components:

bopt

output of the optimizer for the profiled parameters beta

fopt

output of the optimizer for the random coefficients eta