| mphineq.fit {hmmm} | R Documentation |
fit mph models under inequality constraints
Description
Function to maximize the log-likelihood function of multinomial Poisson homogeneous (mph) models under nonlinear equality and inequality constraints.
Usage
mphineq.fit(y, Z, ZF = Z, h.fct = 0, derht.fct = 0, d.fct = 0,
derdt.fct = 0, L.fct = 0, derLt.fct = 0, X = NULL, formula = NULL,
names = NULL, lev = NULL, E = NULL, maxiter = 100,
step = 1, norm.diff.conv = 1e-05, norm.score.conv = 1e-05,
y.eps = 0, chscore.criterion = 2, m.initial = y, mup = 1)Arguments
y |
Vector of frequencies of the multi-way table |
Z |
Population matrix. The population matrix Z is a c x s zero-one matrix, where c is the number of counts and s is the number of strata or populations. Thus, the rows correspond to the number of observations and the columns correspond to the strata. A 1 in row i and column j means that the ith count comes from the jth stratum. Note that Z has exactly one 1 in each row, and at least one 1 in each column. When Z = matrix(1,length(y),1) is a column vector of 1, all the counts come from the same and only stratum. |
ZF |
Sample constraints matrix. For non-zero ZF, if the columns are a subset of the columns in the population matrix Z, then the sample size of the jth stratum is considered fixed, otherwise if the jth column of Z is NOT included in ZF, the jth stratum sample size is taken to be a realization of a Poisson random variable. When ZF=0, all of the stratum sample sizes are taken to be realizations of Poisson random variables. The default, ZF=Z, means that all the stratum sample sizes are fixed; this is the (product-)multinomial setting. Note that ZF'y = n is the vector of fixed sample sizes |
h.fct |
Function h(m) of equality constraints, m is the vector of expected frequencies. This function of m must return a vector |
derht.fct |
Derivative of h(m), if not supplied numerical derivative are used |
d.fct |
Function for inequality constraints d(m)>0. This function of m must return a vector |
derdt.fct |
Derivative of d(m), if not supplied numerical derivative are used |
L.fct |
Link function for the linear model L(m)=Xbeta |
derLt.fct |
Derivative of L(m), if not supplied numerical derivative are used |
X |
Model matrix for L(m)=Xbeta |
formula |
Formula of the reference log-linear model |
names |
A character vector whose elements are the names of the variables |
lev |
Number of categories of the variables |
E |
If E is a matrix, then X is ignored and E defines the equality contrasts as EL(m)=0 |
maxiter |
Maximum number of iterations |
step |
Interval length for the linear search |
norm.diff.conv |
Convergence criterium for parameters |
norm.score.conv |
Convergence criterium for constraints |
y.eps |
Non-negative constant to be temporarily added to the original frequencies in y |
chscore.criterion |
If zero, convergence information are printed at every iteration |
m.initial |
Initial estimate of m |
mup |
Weight for the constraint part of the merit function |
Details
This function extends ‘mph.fit’ written by JB Lang, Dept of Statistics and Actuarial Science University of Iowa, in order to include inequality constraints. In particular, the Aitchison Silvey (AS) algorithm has been replaced by a sequential quadratic algorithm which is equivalent to AS when inequalities are not present. The R functions ‘quadprog’ and ‘optimize’ have been used to implement the sequential quadratic algorithm. More precisely, the AS updating formulas are replaced by an equality-inequality constrained quadratic programming problem. The ‘mph.fit’ step halving linear search is replaced by an optimal step length search performed by ‘optimize’.
Value
An object of the class mphineq, an estimate of a Multinomial Homogeneous Poisson Model.
The output can be displayed using ‘summary’ or ‘print’.
References
Colombi R, Giordano S, Cazzaro M (2014) hmmm: An R Package for hierarchical multinomial marginal models. Journal of Statistical Software, 59(11), 1-25, URL http://www.jstatsoft.org/v59/i11/.
Lang JB (2004) Multinomial Poisson homogeneous models for contingency tables. The Annals of Statistics, 32, 340-383.
Lang JB (2005) Homogeneous linear predictor models for contingency tables. Journal of the American Statistical Association, 100, 121-134.
See Also
print.mphfit, summary.mphfit, hmmm.model, hmmm.mlfit
Examples
y <- c(104,24,65,76,146,30,50,9,166) # Table 2 (Lang, 2004)
y <- matrix(y,9,1)
# population matrix: 3 strata with 3 observations each
Z <- kronecker(diag(3),matrix(1,3,1))
# the 3rd stratum sample size is fixed
ZF <- kronecker(diag(3),matrix(1,3,1))[,3]
########################################################################
# Let (i,j) be a cross-citation, where i is the citing journal and j is
# the cited journal. Let m_ij be the expected counts of cross-citations.
# The Gini concentrations of citations for each of the journals are:
# G_i = sum_j=1_3 (m_ij/m_i+)^2 for i=1,2,3.
Gini<-function(m) {
A<-matrix(m,3,3,byrow=TRUE)
GNum<-rowSums(A^2)
GDen<-rowSums(A)^2
G<-GNum/GDen
c(G[1],G[2],G[3])-c(0.410,0.455,0.684)
}
# HYPOTHESIS: no change in Gini concentrations
# from the 1987-1989 observed values
mod_eq <- mphineq.fit(y,Z,ZF,h.fct=Gini)
print(mod_eq)
# Example of MPH model subject to inequality constraints
# HYPOTHESIS: increase in Gini concentrations
# from the 1987-1989 observed values
mod_ineq <- mphineq.fit(y,Z,ZF,d.fct=Gini)
# Reference model: model without inequalities --> saturated model
mod_sat <-mphineq.fit(y,Z,ZF)
# HYPOTHESES TESTED:
# NB: testA --> H0=(mod_eq) vs H1=(mod_ineq model)
# testB --> H0=(mod_ineq model) vs H1=(sat_mod model)
hmmm.chibar(nullfit=mod_eq,disfit=mod_ineq,satfit=mod_sat)