Usage: |
{xr,yr,wxr,offr,ctrl} = glminit(code,x,y{,opt})
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Input: |
| code | text string, the short code for the model (e.g.
"bilo" for logit or "noid" for ordinary PLM).
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| x | n x p matrix, the predictor variables.
|
| y | n x 1 vector, the response variables. Binomial
y[i] may have (integer) values between 0
and opt.wx[i] or opt.wx (if opt.wx is scalar).
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| opt | optional, a list with optional input. The macro
"glmopt" can be used to set up this parameter.
The order of the list elements is not important.
Parameters which are not given are replaced by
defaults (see below).
|
| opt.wx | scalar or n x 1 vector, prior weights. For
binomial models usually the binomial index vector.
If not given, set to 1.
|
| opt.off | scalar or n x 1 vector, offset. Can be used for
constrained estimation. If not given, set to 0.
|
| opt.shf | integer, if exists and =1, some output is produced
which indicates how the iteration is going on.
|
| opt.miter | integer, maximal number of iterations. The default
is 10.
|
| opt.cnv | integer, convergence criterion. The default is 0.0001.
|
| opt.fscor | integer, if exists and =1, a Fisher scoring is
performed (instead of the default Newton-Raphson
procedure). This parameter is ignored for
canonical links.
|
| opt.pow | optional, power for power link.
|
| opt.nbk | scalar, extra parameter k for negative binomial
distribution. If not given, set to 1 (geometric
distribution).
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Output: |
| xr | nr x p matrix, the predictor variables,
eventually reduced up to replications.
|
| yr | nr x 1 or nr x 2 or nr x 3 matrix,
either the response values, or sums of response
values in 1st column and sums of a function
of response values in the 2nd and 3rd column (e.g.
sums of y^2 or log(y), see glmll).
(In the case of replicated data, the number of
replications should be given in wx, yr[,1] contains
the sums of all responses for a replication,
yr[,2:3] contains sums of e.g. y^2 or log(y) for a
replication.)
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| wxr | nr x 1 vector or scalar, prior weights.
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| offr | nr x 1 vector or scalar, offset.
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| ctrl | 6 x 1 integer vector or scalar, contains control
parameters shf, miter, cnv, fscor, pow, nbk
or shf alone.
Defaults for miter, cnv, fscor, pow, nbk are
10, 0.0001, 0, 0 (logarithm link) and 1.
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