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\name{convergence}
\alias{convergence}
\alias{convergence.clm}
\alias{print.convergence.clm}
\title{Check convergence of cumulative link models}
\description{
Check the accuracy of the parameter estimates of cumulative link
models. The number of correct decimals and number of significant
digits is given for the maximum likelihood estimates of the parameters
in a cumulative link model fitted with \code{\link{clm}}.
}
\usage{
convergence(object, ...)
\method{convergence}{clm}(object, digits = max(3, getOption("digits") - 3),
tol = sqrt(.Machine$double.eps), ...)
}
\arguments{
\item{object}{for the \code{clm} method an object of class
\code{"clm"}, i.e., the result of a call to \code{clm}.
}
\item{digits}{the number of digits in the printed table.
}
\item{tol}{numerical tolerence to judge if the Hessian is positive
definite from its smallest eigenvalue.
}
\item{...}{arguments to a from methods. Not used by the \code{clm} method.
}
}
\value{
Convergence information. In particular a table where the \code{Error}
column gives the numerical error in the parameter estimates. These
numbers express how far the parameter estimates in the fitted model
are from the true maximum likelihood estimates for this
model. The \code{Cor.Dec} gives the number of correct decimals with
which the the parameters are determined and the \code{Sig.Dig} gives
the number of significant digits with which the parameters are
determined.
The number denoted \code{logLik.error} is the error in the value of
log-likelihood in the fitted model at the parameter values of that
fit. An accurate determination of the log-likelihood is essential for
accurate likelihood ratio tests in model comparison.
}
\details{
The number of correct decimals is defined as...
The number of significant digits is defined as ...
The number of correct decimals and the number of significant digits
are determined from the numerical errors in the parameter
estimates. The numerical errors are determined from the Method
Independent Error Theorem (Elden et al, 2004) and is based on the
Newton step evaluated at convergence.
}
\references{
Elden, L., Wittmeyer-Koch, L. and Nielsen, H. B. (2004) \emph{Introduction
to Numerical Computation --- analysis and Matlab illustrations.}
Studentliteratur.
}
%% \seealso{
%% }
\examples{
## Simple model:
fm1 <- clm(rating ~ contact + temp, data=wine)
summary(fm1)
convergence(fm1)
}
\author{Rune Haubo B Christensen}
\keyword{models}
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