cv.glmregNB {mpath} | R Documentation |
Cross-validation for glmregNB
Description
Does k-fold cross-validation for glmregNB, produces a plot,
and returns cross-validated log-likelihood values for lambda
Usage
cv.glmregNB(formula, data, weights, offset=NULL, lambda=NULL, nfolds=10,
foldid, plot.it=TRUE, se=TRUE, n.cores=2, trace=FALSE,
parallel=FALSE, ...)
Arguments
formula |
symbolic description of the model |
data |
arguments controlling formula processing
via |
weights |
Observation weights; defaults to 1 per observation |
offset |
this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases. Currently only one offset term can be included in the formula. |
lambda |
Optional user-supplied lambda sequence; default is
|
nfolds |
number of folds - default is 10. Although |
foldid |
an optional vector of values between 1 and |
plot.it |
a logical value, to plot the estimated log-likelihood values if |
se |
a logical value, to plot with standard errors. |
n.cores |
The number of CPU cores to use. The cross-validation loop will attempt to send different CV folds off to different cores. |
trace |
a logical value, print progress of cross-validation or not |
parallel |
a logical value, parallel computing or not |
... |
Other arguments that can be passed to |
Details
The function runs glmregNB
nfolds
+1 times; the
first to get the lambda
sequence, and then the remainder to
compute the fit with each of the folds omitted. The error is
accumulated, and the average error and standard deviation over the
folds is computed.
Note that cv.glmregNB
does NOT search for
values for alpha
. A specific value should be supplied, else
alpha=1
is assumed by default. If users would like to
cross-validate alpha
as well, they should call cv.glmregNB
with a pre-computed vector foldid
, and then use this same fold vector
in separate calls to cv.glmregNB
with different values of
alpha
.
Value
an object of class "cv.glmregNB"
is returned, which is a
list with the ingredients of the cross-validation fit.
fit |
a fitted glmregNB object for the full data. |
residmat |
matrix of log-likelihood values with row values for |
cv |
The mean cross-validated log-likelihood values - a vector of length
|
cv.error |
The standard error of cross-validated log-likelihood values - a vector of length
|
lambda |
a vector of |
foldid |
indicators of data used in each cross-validation, for reproductive purposes |
lambda.which |
index of |
lambda.optim |
value of |
Author(s)
Zhu Wang <zwang145@uthsc.edu>
References
Zhu Wang, Shuangge Ma, Michael Zappitelli, Chirag Parikh, Ching-Yun Wang and Prasad Devarajan (2014) Penalized Count Data Regression with Application to Hospital Stay after Pediatric Cardiac Surgery, Statistical Methods in Medical Research. 2014 Apr 17. [Epub ahead of print]
See Also
glmregNB
and plot
, predict
, and coef
methods for "cv.glmregNB"
object.
Examples
## Not run:
data("bioChemists", package = "pscl")
fm_nb <- cv.glmregNB(art ~ ., data = bioChemists)
plot(fm_nb)
## End(Not run)