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#' Baseline-Category Logit Models for Categorical and Multinomial Responses
#'
#' The function \code{mblogit} fits baseline-category logit models for categorical
#' and multinomial count responses with fixed alternatives.
#'
#' @param formula the model formula. The response must be a factor or a matrix
#' of counts.
#' @param data an optional data frame, list or environment (or object coercible
#' by \code{\link{as.data.frame}} to a data frame) containing the variables
#' in the model. If not found in \code{data}, the variables are taken from
#' \code{environment(formula)}, typically the environment from which
#' \code{glm} is called.
#' @param random an optional formula or list of formulas that specify the
#' random-effects structure or NULL.
#' @param catCov a character string that specifies optional restrictions
#' on the covariances of random effects between the logit equations.
#' "free" means no restrictions, "diagonal" means that random effects
#' pertinent to different categories are uncorrelated, while "single" means
#' that the random effect variances pertinent to all categories are identical.
#' @param subset an optional vector specifying a subset of observations to be
#' used in the fitting process.
#' @param weights an optional vector of weights to be used in the fitting
#' process. Should be \code{NULL} or a numeric vector.
#' @param na.action a function which indicates what should happen when the data
#' contain \code{NA}s. The default is set by the \code{na.action} setting
#' of \code{\link{options}}, and is \code{\link{na.fail}} if that is unset.
#' The \sQuote{factory-fresh} default is \code{\link{na.omit}}. Another
#' possible value is \code{NULL}, no action. Value \code{\link{na.exclude}}
#' can be useful.
#' @param model a logical value indicating whether \emph{model frame} should be
#' included as a component of the returned value.
#' @param x,y logical values indicating whether the response vector and model
#' matrix used in the fitting process should be returned as components of
#' the returned value.
#' @param contrasts an optional list. See the \code{contrasts.arg} of
#' \code{model.matrix.default}.
#' @param method \code{NULL} or a character string, either "PQL" or "MQL",
#' specifies the type of the quasilikelihood approximation to be used if a
#' random-effects model is to be estimated.
#' @param estimator a character string; either "ML" or "REML", specifies which
#' estimator is to be used/approximated.
#' @param dispersion a logical value or a character string; whether and how a
#' dispersion parameter should be estimated. For details see
#' \code{\link{dispersion}}.
#' @param start an optional matrix of starting values (with as many rows
#' as logit equations). If the model has random effects, the matrix
#' should have a "VarCov" attribute wtih starting values for
#' the random effects (co-)variances. If the random effects model
#' is estimated with the "PQL" method, the starting values matrix
#' should also have a "random.effects" attribute, which should have
#' the same structure as the "random.effects" component of an object
#' returned by \code{mblogit()}.
#' @param from.table a logical value; do the data represent a contingency table,
#' e.g. were created by applying \code{as.data.frame()} a the result of
#' \code{table()} or \code{xtabs()}. This relevant only if the response is
#' a factor. This argument should be set to \code{TRUE} if the data do come
#' from a contingency table. Correctly setting \code{from.table=TRUE} in
#' this case, will lead to efficiency gains in computing, but more
#' importantly overdispersion will correctly be computed if present.
#' @param groups an optional formula that specifies groups of observations
#' relevant for the specification of overdispersed response counts.
#' @param control a list of parameters for the fitting process. See
#' \code{\link{mclogit.control}}
#' @param \dots arguments to be passed to \code{mclogit.control} or
#' \code{mmclogit.control}
#'
#' @return \code{mblogit} returns an object of class "mblogit", which has almost
#' the same structure as an object of class "\link[stats]{glm}". The
#' difference are the components \code{coefficients}, \code{residuals},
#' \code{fitted.values}, \code{linear.predictors}, and \code{y}, which are
#' matrices with number of columns equal to the number of response
#' categories minus one.
#'
#' @details The function \code{mblogit} internally rearranges the data into a
#' 'long' format and uses \code{\link{mclogit.fit}} to compute
#' estimates. Nevertheless, the 'user data' are unaffected.
#'
#' @seealso The function \code{\link[nnet]{multinom}} in package \pkg{nnet} also
#' fits multinomial baseline-category logit models, but has a slightly less
#' convenient output and does not support overdispersion or random
#' effects. However, it provides some other options. Baseline-category logit
#' models are also supported by the package \pkg{VGAM}, as well as some
#' reduced-rank and (semi-parametric) additive generalisations. The package
#' \pkg{mnlogit} estimates logit models in a way optimized for large numbers
#' of alternatives.
#'
#' @example examples/mblogit-ex.R
#'
#' @references
#' Agresti, Alan. 2002.
#' \emph{Categorical Data Analysis.} 2nd ed, Hoboken, NJ: Wiley.
#' \url{https://doi.org/10.1002/0471249688}
#'
#' Breslow, N.E. and D.G. Clayton. 1993.
#' "Approximate Inference in Generalized Linear Mixed Models".
#' \emph{Journal of the American Statistical Association} 88 (421): 9-25.
#' \url{https://doi.org/10.1080/01621459.1993.10594284}
#'
#'
#' @aliases print.mblogit summary.mblogit print.summary.mblogit fitted.mblogit
#' weights.mblogit print.mmblogit summary.mmblogit print.summary.mmblogit
mblogit <- function(formula,
data=parent.frame(),
random=NULL,
catCov=c("free","diagonal","single"),
subset,
weights=NULL,
na.action = getOption("na.action"),
model = TRUE, x = FALSE, y = TRUE,
contrasts=NULL,
method = NULL,
estimator=c("ML","REML"),
dispersion = FALSE,
start = NULL,
from.table = FALSE,
groups = NULL,
control=if(length(random))
mmclogit.control(...)
else mclogit.control(...),
...){
call <- match.call(expand.dots = TRUE)
if(missing(data)) data <- environment(formula)
else if(is.table(data)){
from.table <- TRUE
data <- as.data.frame(data)
}
else
data <- as.data.frame(data)
mf <- match.call(expand.dots = FALSE)
m <- match(c("formula", "data", "subset", "weights", "offset", "na.action"), names(mf), 0)
mf <- mf[c(1, m)]
mf$drop.unused.levels <- TRUE
mf[[1]] <- as.name("model.frame")
if(length(random)){
mf0 <- eval(mf, parent.frame())
mt <- attr(mf0,"terms")
if(inherits(random,"formula")){
rf <- paste(c(".~.",all.vars(random)),collapse="+")
}
else if(inherits(random,"list")) {
rf <- paste(c(".~.",unlist(lapply(random,all.vars))),collapse="+")
}
else
stop("'random' argument must be either a formula or a list of formulae")
rf <- as.formula(rf)
if (typeof(mf$formula) == "symbol") {
mff <- formula
}
else {
mff <- structure(mf$formula,class="formula")
}
mff <- eval(mff, parent.frame())
mf$formula <- update(mff,rf)
mf <- eval(mf, parent.frame())
check.names(control,
"epsilon","maxit",
"trace","trace.inner",
"avoid.increase",
"break.on.increase",
"break.on.infinite",
"break.on.negative")
catCov <- match.arg(catCov)
}
else if(length(groups)){
mf0 <- eval(mf, parent.frame())
mt <- attr(mf0,"terms")
gf <- paste(c(".~.",all.vars(groups)),collapse="+")
gf <- as.formula(gf)
if (typeof(mf$formula) == "symbol") {
mff <- formula
}
else {
mff <- structure(mf$formula,class="formula")
}
mff <- eval(mff, parent.frame())
mf$formula <- update(mff,gf)
mf <- eval(mf, parent.frame())
check.names(control,
"epsilon","maxit",
"trace","trace.inner",
"avoid.increase",
"break.on.increase",
"break.on.infinite",
"break.on.negative")
}
else {
mf <- eval(mf, parent.frame())
mt <- attr(mf,"terms")
check.names(control,
"epsilon","maxit",
"trace")
}
na.action <- attr(mf,"na.action")
weights <- as.vector(model.weights(mf))
offset <- as.vector(model.offset(mf))
if(!is.null(weights) && !is.numeric(weights))
stop("'weights' must be a numeric vector")
Y <- model.response(mf, "any")
X <- model.matrix(mt,mf,contrasts)
contrasts <- attr(X, "contrasts")
xlevels <- .getXlevels(mt,mf)
if(is.null(weights))
weights <- rep(1,nrow(X))
N <- sum(weights)
prior.weights <- weights
if(is.factor(Y)){
response.type <- "factor"
n.categs <- nlevels(Y)
n.obs <- length(Y)
if(from.table){
# Create an appropriate response matrix if data
# come from a table of frequencies
tmf <- terms(mf)
respix <- attr(tmf,"response")
vars <- as.character(attr(tmf,"variables")[-1])
respname <- vars[respix]
respix <- match(respname,names(mf))
wghix <- match("(weights)",names(mf))
mf1 <- mf[-c(respix,wghix)]
umf1 <- !duplicated(mf1)
i <- cumsum(umf1)
j <- as.integer(Y)
attr(mf,"ij") <- cbind(i,j)
attr(mf,"j==1") <- umf1
levs <- levels(Y)
m <- nlevels(Y)
n <- i[length(i)]
Y <- matrix(0,nrow=n,ncol=m)
Y[cbind(i,j)] <- prior.weights
w <- rowSums(Y)
Y <- Y/w
if(any(w==0)){
Y[w==0,] <- 0
N <- sum(weights[w>0])
warning(sprintf("ignoring %d observerations with counts that sum to zero",
sum(w==0)),
call. = FALSE, immediate. = TRUE)
}
Y <- as.vector(t(Y))
weights <- rep(w,each=m)
D <- diag(m)[,-1, drop=FALSE]
dimnames(D) <- list(levs,levs[-1])
X <- X[umf1,,drop=FALSE]
}
else {
weights <- rep(weights,each=nlevels(Y))
D <- diag(nlevels(Y))[,-1, drop=FALSE]
dimnames(D) <- list(levels(Y),levels(Y)[-1])
I <- diag(nlevels(Y))
dimnames(I) <- list(levels(Y),levels(Y))
Y <- as.vector(I[,Y])
}
} else if(is.matrix(Y)){
response.type <- "matrix"
n.categs <- ncol(Y)
n.obs <- nrow(Y)
D <- diag(ncol(Y))[,-1, drop=FALSE]
if(length(colnames(Y))){
rownames(D) <- colnames(Y)
colnames(D) <- colnames(Y)[-1]
}
else {
rownames(D) <- 1:ncol(Y)
colnames(D) <- 2:ncol(Y)
}
w <- rowSums(Y)
Y <- Y/w
if(any(w==0)){
Y[w==0,] <- 0
N <- sum(weights[w>0])
warning(sprintf("ignoring %d observerations with counts that sum to zero",
sum(w==0)),
call. = FALSE, immediate. = TRUE)
}
weights <- rep(w*weights,each=ncol(Y))
Y <- as.vector(t(Y))
}
else stop("response must either be a factor or a matrix of counts or dummies")
start.VarCov <- NULL
start.randeff <- NULL
if(length(start)){
start.VarCov <- attr(start,"VarCov")
start.randeff <- attr(start,"random.effects")
if(nrow(start)!=ncol(D))
stop("Rows of 'start' argument do not match dependent variable.")
start.names <- colnames(start)
X.names <- colnames(X)
if(length(start.names))
start <- start[,X.names,drop=FALSE]
if(ncol(start)!=ncol(X))
stop("Columns of 'start' argument do not match independent variables.")
start <- as.vector(start)
}
s <- rep(seq_len(nrow(X)),each=nrow(D))
XD <- X%x%D
colnames(XD) <- paste0(rep(colnames(D),ncol(X)),
"~",
rep(colnames(X),each=ncol(D)))
if(!length(random))
fit <- mclogit.fit(y=Y,s=s,w=weights,X=XD,
dispersion=dispersion,
start=start,
control=control)
else { ## random effects
if(!length(method)) method <- "PQL"
if(inherits(random,"formula"))
random <- list(random)
random <- lapply(random,setupRandomFormula)
rt <- lapply(random,"[[","formula")
rt <- lapply(rt,terms)
suppressWarnings(Z <- lapply(rt,model.matrix,mf,
contrasts.arg=contrasts))
# Use suppressWarnings() to stop complaining about unused contasts
if(catCov == "free"){
ZD <- lapply(Z,`%x%`,D)
d <- sapply(ZD,ncol)
nn <- length(ZD)
for(k in 1:nn){
colnames(ZD[[k]]) <- paste0(rep(colnames(D),ncol(Z[[k]])),
"~",
rep(colnames(Z[[k]]),each=ncol(D)))
colnames(ZD[[k]]) <- gsub("(Intercept)","1",colnames(ZD[[k]]),fixed=TRUE)
}
randstruct <- lapply(1:nn,function(k){
group.labels <- random[[k]]$groups
groups <- mf[group.labels]
groups <- lapply(groups,as.factor)
nlev <- length(groups)
if(nlev > 1){
for(i in 2:nlev){
groups[[i]] <- interaction(groups[c(i-1,i)])
group.labels[i] <- paste(group.labels[i-1],group.labels[i],sep=":")
}
}
groups <- lapply(groups,rep,each=nrow(D))
VarCov.names.k <- rep(list(colnames(ZD[[k]])),nlev)
ZD_k <- lapply(groups,mkZ,rX=ZD[[k]])
d <- rep(d[k],nlev)
names(groups) <- group.labels
list(ZD_k,groups,d,VarCov.names.k)
})
ZD <- lapply(randstruct,`[[`,1)
groups <- lapply(randstruct,`[[`,2)
d <- lapply(randstruct,`[[`,3)
VarCov.names <- lapply(randstruct,`[[`,4)
ZD <- unlist(ZD,recursive=FALSE)
groups <- unlist(groups,recursive=FALSE)
VarCov.names <- unlist(VarCov.names,recursive=FALSE)
d <- unlist(d)
ZD <- blockMatrix(ZD,ncol=length(ZD))
} else if(catCov =="single"){
cc <- rep(1:n.categs,n.obs)
stopifnot(length(Y)==length(cc))
d <- sapply(Z,ncol)
nn <- length(Z)
for(k in 1:nn){
colnames(Z[[k]]) <- paste0("~",colnames(Z[[k]]))
colnames(Z[[k]]) <- gsub("(Intercept)","1",colnames(Z[[k]]),fixed=TRUE)
}
randstruct <- lapply(1:nn,function(k){
group.labels <- random[[k]]$groups
groups <- mf[group.labels]
groups <- lapply(groups,as.factor)
nlev <- length(groups)
groups[[1]] <- interaction(cc,groups[[1]])
if(nlev > 1){
for(i in 2:nlev){
groups[[i]] <- interaction(groups[c(i-1,i)])
group.labels[i] <- paste(group.labels[i-1],group.labels[i],sep=":")
}
}
VarCov.names.k <- rep(list(colnames(Z[[k]])),nlev)
ZD_k <- lapply(groups,mkZ,rX=Z[[k]])
d <- rep(d[k],nlev)
names(groups) <- group.labels
list(ZD_k,groups,d,VarCov.names.k)
})
ZD <- lapply(randstruct,`[[`,1)
groups <- lapply(randstruct,`[[`,2)
d <- lapply(randstruct,`[[`,3)
VarCov.names <- lapply(randstruct,`[[`,4)
ZD <- unlist(ZD,recursive=FALSE)
groups <- unlist(groups,recursive=FALSE)
VarCov.names <- unlist(VarCov.names,recursive=FALSE)
d <- unlist(d)
ZD <- blockMatrix(ZD,ncol=length(ZD))
} else { # catCov == "diagonal"
categs <- 1:n.categs
cc <- rep(categs,n.obs)
stopifnot(length(Y)==length(cc))
randstruct <- list()
for(categ in categs){
u <- as.integer(categ==categs)
ZD <- lapply(Z,`%x%`,u)
d <- sapply(ZD,ncol)
nn <- length(ZD)
for(k in 1:nn){
colnames(ZD[[k]]) <- paste0(rownames(D)[categ],"~",colnames(Z[[k]]))
colnames(ZD[[k]]) <- gsub("(Intercept)","1",colnames(ZD[[k]]),fixed=TRUE)
}
randstruct_c <- lapply(1:nn,function(k){
group.labels <- random[[k]]$groups
groups <- mf[group.labels]
groups <- lapply(groups,as.factor)
nlev <- length(groups)
if(nlev > 1){
for(i in 2:nlev){
groups[[i]] <- interaction(groups[c(i-1,i)])
group.labels[i] <- paste(group.labels[i-1],group.labels[i],sep=":")
}
}
groups <- lapply(groups,rep,each=nrow(D))
VarCov.names.k <- rep(list(colnames(ZD[[k]])),nlev)
ZD_k <- lapply(groups,mkZ,rX=ZD[[k]])
d <- rep(d[k],nlev)
names(groups) <- group.labels
list(ZD_k,groups,d,VarCov.names.k)
})
randstruct <- c(randstruct,randstruct_c)
}
ZD <- lapply(randstruct,`[[`,1)
groups <- lapply(randstruct,`[[`,2)
d <- lapply(randstruct,`[[`,3)
VarCov.names <- lapply(randstruct,`[[`,4)
ZD <- unlist(ZD,recursive=FALSE)
groups <- unlist(groups,recursive=FALSE)
VarCov.names <- unlist(VarCov.names,recursive=FALSE)
d <- unlist(d)
ZD <- blockMatrix(ZD,ncol=length(ZD))
}
fit <- mmclogit.fitPQLMQL(y=Y,s=s,w=weights,
X=XD,Z=ZD,d=d,
start=start,
start.Phi=start.VarCov,
start.b=start.randeff,
method=method,
estimator=estimator,
control=control,
offset = offset)
nlev <- length(fit$VarCov)
for(k in 1:nlev)
dimnames(fit$VarCov[[k]]) <- list(VarCov.names[[k]],VarCov.names[[k]])
names(fit$VarCov) <- names(groups)
}
coefficients <- fit$coefficients
coefmat <- matrix(coefficients,nrow=ncol(D),
dimnames=list("Response categories"=colnames(D),
"Predictors"=colnames(X)
))
fit$coefmat <- coefmat
fit$coefficients <- coefficients
if(x) fit$x <- X
if(x && length(random)) fit$z <- Z
if(!y) {
fit$y <- NULL
fit$s <- NULL
}
fit <- c(fit,list(call = call, formula = formula,
terms = mt,
random = random,
groups = groups,
data = data,
contrasts = contrasts,
xlevels = xlevels,
na.action = na.action,
start = start,
prior.weights=prior.weights,
weights=weights,
model=mf,
D=D,
N=N,
response.type=response.type,
from.table=from.table))
if(length(random)){
class(fit) <- c("mmblogit","mblogit","mmclogit","mclogit","lm")
}
else
class(fit) <- c("mblogit","mclogit","lm")
fit
}
print.mblogit <- function(x,digits= max(3, getOption("digits") - 3), ...){
cat("\nCall: ",paste(deparse(x$call), sep="\n", collapse="\n"), "\n\n", sep="")
D <- x$D
categs <- colnames(D)
basecat <- rownames(D)[!(rownames(D)%in%categs)]
coefmat <- x$coefmat
if(getOption("mblogit.show.basecat",TRUE)){
rn <- paste0(rownames(coefmat), getOption("mblogit.basecat.sep","/"), basecat)
rownames(coefmat) <- rn
}
if(length(coefmat)) {
cat("Coefficients")
if(is.character(co <- x$contrasts))
cat(" [contrasts: ",
apply(cbind(names(co),co), 1, paste, collapse="="), "]")
cat(":\n")
print.default(format(coefmat, digits=digits),
print.gap = 2, quote = FALSE)
} else cat("No coefficients\n\n")
if(x$phi != 1)
cat("\nDispersion: ",x$phi)
cat("\nNull Deviance: ", format(signif(x$null.deviance, digits)),
"\nResidual Deviance:", format(signif(x$deviance, digits)))
if(!x$converged) cat("\n\nNote: Algorithm did not converge.\n")
if(nchar(mess <- naprint(x$na.action))) cat(" (",mess, ")\n", sep="")
else cat("\n")
invisible(x)
}
summary.mblogit <- function(object,...){
ans <- NextMethod()
ans$D <- object$D
class(ans) <- c("summary.mblogit","summary.mclogit")
return(ans)
}
print.summary.mblogit <-
function (x, digits = max(3, getOption("digits") - 3),
symbolic.cor = x$symbolic.cor,
signif.stars = getOption("show.signif.stars"), ...){
cat("\nCall:\n")
cat(paste(deparse(x$call), sep="\n", collapse="\n"), "\n\n", sep="")
D <- x$D
categs <- colnames(D)
basecat <- rownames(D)[!(rownames(D)%in%categs)]
coefs <- x$coefficients
rn.coefs <- rownames(coefs)
ncategs <- length(categs)
for(i in 1:ncategs){
cat <- categs[i]
patn <- paste0(cat,"~")
ii <- grep(patn,rn.coefs,fixed=TRUE)
coefs.cat <- coefs[ii,,drop=FALSE]
rownames(coefs.cat) <- gsub(patn,"",rownames(coefs.cat))
if(i>1) cat("\n")
cat("Equation for ",cat," vs ",basecat,":\n",sep="")
printCoefmat(coefs.cat, digits=digits, signif.stars=signif.stars,
signif.legend=signif.stars && i==ncategs,
na.print="NA", ...)
}
if(x$dispersion != 1)
cat("\nDispersion: ",x$dispersion," on ",x$df.residual," degrees of freedom")
cat("\nApproximate residual Deviance:", format(signif(x$deviance, digits)),
"\nNumber of Fisher scoring iterations: ", x$iter,
"\nNumber of observations: ",x$N,
"\n")
correl <- x$correlation
if(!is.null(correl)) {
p <- NCOL(correl)
if(p > 1) {
cat("\nCorrelation of Coefficients:\n")
if(is.logical(symbolic.cor) && symbolic.cor) {
print(symnum(correl, abbr.colnames = NULL))
} else {
correl <- format(round(correl, 2), nsmall = 2, digits = digits)
correl[!lower.tri(correl)] <- ""
print(correl[-1, -p, drop=FALSE], quote = FALSE)
}
}
}
if(!x$converged) cat("\n\nNote: Algorithm did not converge.\n")
if(nchar(mess <- naprint(x$na.action))) cat(" (",mess, ")\n", sep="")
else cat("\n")
invisible(x)
}
fitted.mblogit <- function(object,type=c("probabilities","counts"),...){
weights <- object$weights
nobs <- length(weights)
res <- object$fitted.values
type <- match.arg(type)
na.act <- object$na.action
longfit <- switch(type,
probabilities=res,
counts=weights*res)
ncat <- nrow(object$D)
fit <- t(matrix(longfit,nrow=ncat))
if(!is.null(na.act))
fit <- napredict(na.act,fit)
fit
}
predict.mblogit <- function(object, newdata=NULL,type=c("link","response"),se.fit=FALSE,...){
type <- match.arg(type)
mt <- terms(object)
rhs <- delete.response(mt)
if(missing(newdata)){
m <- object$model
na.act <- object$na.action
}
else{
m <- model.frame(rhs,data=newdata,na.action=na.exclude)
na.act <- attr(m,"na.action")
}
X <- model.matrix(rhs,m,
contrasts.arg=object$contrasts,
xlev=object$xlevels
)
rn <- rownames(X)
D <- object$D
XD <- X%x%D
rspmat <- function(x){
y <- t(matrix(x,nrow=nrow(D)))
colnames(y) <- rownames(D)
y
}
eta <- c(XD %*% coef(object))
eta <- rspmat(eta)
rownames(eta) <- rn
if(se.fit){
V <- vcov(object)
stopifnot(ncol(XD)==ncol(V))
}
if(type=="response") {
exp.eta <- exp(eta)
sum.exp.eta <- rowSums(exp.eta)
p <- exp.eta/sum.exp.eta
if(se.fit){
p.long <- as.vector(t(p))
s <- rep(1:nrow(X),each=nrow(D))
wX <- p.long*(XD - rowsum(p.long*XD,s)[s,,drop=FALSE])
se.p.long <- sqrt(rowSums(wX * (wX %*% V)))
se.p <- rspmat(se.p.long)
rownames(se.p) <- rownames(p)
if(is.null(na.act))
list(fit=p,se.fit=se.p)
else
list(fit=napredict(na.act,p),
se.fit=napredict(na.act,se.p))
}
else {
if(is.null(na.act)) p
else napredict(na.act,p)
}
}
else if(se.fit) {
se.eta <- sqrt(rowSums(XD * (XD %*% V)))
se.eta <- rspmat(se.eta)
eta <- eta[,-1,drop=FALSE]
se.eta <- se.eta[,-1,drop=FALSE]
if(is.null(na.act))
list(fit=eta,se.fit=se.eta)
else
list(fit=napredict(na.act,eta),
se.fit=napredict(na.act,se.eta))
}
else {
eta <- eta[,-1,drop=FALSE]
if(is.null(na.act)) eta
else napredict(na.act,eta)
}
}
weights.mblogit <- function (object, ...)
{
res <- object$prior.weights
if (is.null(object$na.action))
res
else naresid(object$na.action, res)
}
print.mmblogit <- function(x,digits= max(3, getOption("digits") - 3), ...){
cat(paste(deparse(x$call), sep="\n", collapse="\n"), "\n\n", sep="")
D <- x$D
categs <- colnames(D)
basecat <- rownames(D)[!(rownames(D)%in%categs)]
coefmat <- x$coefmat
if(getOption("mblogit.show.basecat",TRUE)){
rn <- paste0(rownames(coefmat), getOption("mblogit.basecat.sep","/"), basecat)
rownames(coefmat) <- rn
}
if(length(coefmat)) {
cat("Coefficients")
if(is.character(co <- x$contrasts))
cat(" [contrasts: ",
apply(cbind(names(co),co), 1, paste, collapse="="), "]")
cat(":\n")
print.default(format(coefmat, digits=digits),
print.gap = 2, quote = FALSE)
} else cat("No coefficients\n\n")
cat("\n(Co-)Variances:\n")
VarCov <- x$VarCov
for(k in 1:length(VarCov)){
if(k > 1) cat("\n")
cat("Grouping level:",names(VarCov)[k],"\n")
VarCov.k <- VarCov[[k]]
VarCov.k[] <- format(VarCov.k, digits=digits)
VarCov.k[upper.tri(VarCov.k)] <- ""
print.default(VarCov.k, print.gap = 2, quote = FALSE)
}
cat("\nNull Deviance: ", format(signif(x$null.deviance, digits)),
"\nResidual Deviance:", format(signif(x$deviance, digits)))
if(!x$converged) cat("\n\nNote: Algorithm did not converge.\n")
if(nchar(mess <- naprint(x$na.action))) cat(" (",mess, ")\n", sep="")
else cat("\n")
invisible(x)
}
summary.mmblogit <- function(object,...){
ans <- NextMethod()
ans$D <- object$D
class(ans) <- c("summary.mmblogit","summary.mmclogit")
return(ans)
}
print.summary.mmblogit <-
function (x, digits = max(3, getOption("digits") - 3),
symbolic.cor = x$symbolic.cor,
signif.stars = getOption("show.signif.stars"), ...){
cat("\nCall:\n")
cat(paste(deparse(x$call), sep="\n", collapse="\n"), "\n\n", sep="")
D <- x$D
categs <- colnames(D)
basecat <- rownames(D)[!(rownames(D)%in%categs)]
coefs <- x$coefficients
rn.coefs <- rownames(coefs)
ncategs <- length(categs)
for(i in 1:ncategs){
cat <- categs[i]
patn <- paste0(cat,"~")
ii <- grep(patn,rn.coefs,fixed=TRUE)
coefs.cat <- coefs[ii,,drop=FALSE]
rownames(coefs.cat) <- gsub(patn,"",rownames(coefs.cat))
if(i>1) cat("\n")
cat("Equation for ",cat," vs ",basecat,":\n",sep="")
printCoefmat(coefs.cat, digits=digits, signif.stars=signif.stars,
signif.legend=signif.stars && i==ncategs,
na.print="NA", ...)
}
cat("\n(Co-)Variances:\n")
VarCov <- x$VarCov
se_VarCov <- x$se_VarCov
for(k in 1:length(VarCov)){
if(k > 1) cat("\n")
cat("Grouping level:",names(VarCov)[k],"\n")
VarCov.k <- VarCov[[k]]
VarCov.k[] <- format(VarCov.k, digits=digits)
VarCov.k[upper.tri(VarCov.k)] <- ""
#print.default(VarCov.k, print.gap = 2, quote = FALSE)
VarCov.k <- format_Mat(VarCov.k,title="Estimate")
se_VarCov.k <- se_VarCov[[k]]
se_VarCov.k[] <- format(se_VarCov.k, digits=digits)
se_VarCov.k[upper.tri(se_VarCov.k)] <- ""
se_VarCov.k <- format_Mat(se_VarCov.k,title="Std.Err.",rownames=" ")
VarCov.k <- paste(VarCov.k,se_VarCov.k)
writeLines(VarCov.k)
}
cat("\nApproximate residual deviance:", format(signif(x$deviance, digits)),
"\nNumber of Fisher scoring iterations: ", x$iter)
cat("\nNumber of observations")
for(i in seq_along(x$groups)){
g <- nlevels(x$groups[[i]])
nm.group <- names(x$groups)[i]
cat("\n Groups by",
paste0(nm.group,": ",format(g)))
}
cat("\n Individual observations: ",x$N)
correl <- x$correlation
if(!is.null(correl)) {
p <- NCOL(correl)
if(p > 1) {
cat("\nCorrelation of Coefficients:\n")
if(is.logical(symbolic.cor) && symbolic.cor) {
print(symnum(correl, abbr.colnames = NULL))
} else {
correl <- format(round(correl, 2), nsmall = 2, digits = digits)
correl[!lower.tri(correl)] <- ""
print(correl[-1, -p, drop=FALSE], quote = FALSE)
}
}
}
if(!x$converged) cat("\nNote: Algorithm did not converge.\n")
if(nchar(mess <- naprint(x$na.action))) cat(" (",mess, ")\n", sep="")
else cat("\n")
invisible(x)
}
simulate.mblogit <- function(object, nsim = 1, seed = NULL, ...){
if(object$phi > 1)
stop("Simulating responses from models with oversdispersion is not supported yet")
if(object$response.type=="matrix" || object$from.table){
yy <- NextMethod()
seed_attr <- attr(yy,"seed")
nm <- nrow(yy)
m <- nrow(object$D)
n <- nm %/% m
yy <- lapply(yy,array,
dim=c(m,n),
dimnames=list(rownames(object$D),
NULL))
yy <- lapply(yy,t)
names(yy) <- paste0("sim_",1:nsim)
if(object$response.type=="matrix"){
class(yy) <- "data.frame"
attr(yy,"row.names") <- rownames(object$model)
attr(yy,"seed") <- seed_attr
return(yy)
}
else {
ij <- attr(object$model,"ij")
n <- nrow(ij)
yy <- lapply(yy,"[",ij)
yy <- as.data.frame(yy)
attr(yy,"seed") <- seed_attr
return(yy)
}
}
else { # response.type == "factor"
probs <- object$fitted.values
response <- model.response(object$model)
nm <- length(probs)
m <- nrow(object$D)
n <- nm %/% m
dim(probs) <- c(m,n)
yy <- sample_factor(probs,nsim=nsim,seed=seed)
seed_attr <- attr(yy,"seed")
colnames(yy) <- paste0("sim_",1:nsim)
rownames(yy) <- rownames(object$model)
yy <- as.data.frame(yy)
yy <- lapply(yy,factor,labels=levels(response))
yy <- as.data.frame(yy)
attr(yy,"seed") <- seed_attr
return(yy)
}
}
simulate.mmblogit <- function(object, nsim = 1, seed = NULL, ...)
stop("Simulating responses from random-effects models is not supported yet")
sample_factor <- function(probs, nsim =1, seed = NULL, ...){
if (!exists(".Random.seed", envir = .GlobalEnv, inherits = FALSE))
runif(1)
if (is.null(seed))
RNGstate <- get(".Random.seed", envir = .GlobalEnv)
else {
R.seed <- get(".Random.seed", envir = .GlobalEnv)
set.seed(seed)
RNGstate <- structure(seed, kind = as.list(RNGkind()))
on.exit(assign(".Random.seed", R.seed, envir = .GlobalEnv))
}
yy <- apply(probs,2,sample.int,size=nsim,n=nrow(probs),replace=TRUE)
yy <- t(yy)
attr(yy,"seed") <- RNGstate
return(yy)
}
lenuniq <- function(x) length(unique(x))
predict.mmblogit <- function(object, newdata=NULL,type=c("link","response"),se.fit=FALSE,
conditional=TRUE, ...){
type <- match.arg(type)
rhs <- object$formula[-2]
random <- object$random
if(missing(newdata)){
mf <- object$model
na.act <- object$na.action
rmf <- mf
}
else{
mf <- model.frame(rhs,data=newdata,na.action=na.exclude)
rnd <- object$random
for(i in seq_along(rnd)){
rf_i <- random2formula(rnd[[i]])
if(i == 1)
rfo <- rf_i
else
rfo <- c_formulae(rfo,rf_i)
}
rmf <- model.frame(rfo,data=newdata,na.action=na.exclude)
na.act <- attr(mf,"na.action")
}
X <- model.matrix(rhs,mf,
contrasts.arg=object$contrasts,
xlev=object$xlevels
)
D <- object$D
XD <- X%x%D
eta <- c(XD %*% coef(object))
if(object$method=="PQL" && conditional){
rf <- lapply(random,"[[","formula")
rt <- lapply(rf,terms)
suppressWarnings(Z <- lapply(rt,model.matrix,rmf,
contrasts.arg=object$contrasts,
xlev=object$xlevels))
ZD <- lapply(Z,`%x%`,D)
d <- sapply(ZD,ncol)
nn <- length(ZD)
for(k in 1:nn){
colnames(ZD[[k]]) <- paste0(rep(colnames(D),ncol(Z[[k]])),
"~",
rep(colnames(Z[[k]]),each=ncol(D)))
colnames(ZD[[k]]) <- gsub("(Intercept)","1",colnames(ZD[[k]]),fixed=TRUE)
}
orig.groups <- object$groups
olevels <- lapply(orig.groups,levels)
randstruct <- lapply(1:nn,function(k){
group.labels <- random[[k]]$groups
groups <- rmf[group.labels]
groups <- lapply(groups,as.factor)
nlev <- length(groups)
if(nlev > 1){
for(i in 2:nlev){
groups[[i]] <- interaction(groups[c(i-1,i)])
group.labels[i] <- paste(group.labels[i-1],group.labels[i],sep=":")
}
}
groups <- lapply(groups,rep,each=nrow(D))
olevels <- olevels[group.labels]
groups <- Map(factor,x=groups,levels=olevels)
VarCov.names.k <- rep(list(colnames(ZD[[k]])),nlev)
ZD_k <- lapply(groups,mkZ,rX=ZD[[k]])
d <- rep(d[k],nlev)
names(groups) <- group.labels
list(ZD_k,groups,d,VarCov.names.k)
})
ZD <- lapply(randstruct,`[[`,1)
groups <- lapply(randstruct,`[[`,2)
ZD <- unlist(ZD,recursive=FALSE)
d <- lapply(randstruct,`[[`,3)
groups <- unlist(groups,recursive=FALSE)
d <- unlist(d)
ZD <- blockMatrix(ZD)
b <- object$random.effects
nlev <- length(ZD)
for(k in 1:nlev)
eta <- eta + as.vector(ZD[[k]]%*%b[[k]])
}
rspmat <- function(x){
y <- t(matrix(x,nrow=nrow(D)))
colnames(y) <- rownames(D)
y
}
eta <- rspmat(eta)
nvar <- ncol(X)
nobs <- nrow(X)
if(se.fit || type=="response"){
exp.eta <- exp(eta)
sum.exp.eta <- rowSums(exp.eta)
p <- exp.eta/sum.exp.eta
}
if(se.fit){
ncat <- ncol(p)
W <- Matrix(0,nrow=nobs*ncat,ncol=nobs)
i <- seq.int(ncat*nobs)
j <- rep(1:nobs,each=ncat)
pv <- as.vector(t(p))
W[cbind(i,j)] <- pv
W <- Diagonal(x=pv)-tcrossprod(W)
WX <- W%*%XD
if(object$method=="PQL"){
WZ <- bMatProd(W,ZD)
H <- object$info.fixed.random
K <- solve(H)
}
}
if(type=="response") {
if(se.fit){
if(object$method=="PQL" && conditional){
WXZ <- structure(cbind(blockMatrix(WX),WZ),class="blockMatrix")
var.p <- bMatProd(WXZ,K)
var.p <- Map(`*`,WXZ,var.p)
var.p <- lapply(var.p,rowSums)
var.p <- Reduce(`+`,var.p)
}
else {
vcov.coef <- vcov(object)
var.p <- rowSums(WX*(WX%*%vcov.coef))
}
se.p <- sqrt(var.p)
se.p <- rspmat(se.p)
if(is.null(na.act))
list(fit=p,se.fit=se.p)
else
list(fit=napredict(na.act,p),
se.fit=napredict(na.act,se.p))
}
else{
if(is.null(na.act)) p
else napredict(na.act,p)
}
}
else {
eta <- eta[,-1,drop=FALSE]
if(se.fit){
if(object$method=="PQL" && conditional){
XZ <- structure(cbind(blockMatrix(XD),ZD),class="blockMatrix")
var.eta <- bMatProd(XZ,K)
var.eta <- Map(`*`,XZ,var.eta)
var.eta <- lapply(var.eta,rowSums)
var.eta <- Reduce(`+`,var.eta)
}
else {
vcov.coef <- vcov(object)
var.eta <- rowSums(XD*(XD%*%vcov.coef))
}
se.eta <- sqrt(var.eta)
se.eta <- rspmat(se.eta)
se.eta <- se.eta[,-1,drop=FALSE]
if(is.null(na.act))
list(fit=eta,se.fit=se.eta)
else
list(fit=napredict(na.act,eta),
se.fit=napredict(na.act,se.eta))
}
else {
if(is.null(na.act)) eta
else napredict(na.act,eta)
}
}
}
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