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brglm (version 0.7.2)

brglm.control: Auxiliary for Controlling BRGLM Fitting

Description

Auxiliary function as user interface for brglm fitting. Typically only used when calling brglm or brglm.fit.

Usage

brglm.control(br.epsilon = 1e-08, br.maxit = 100, br.trace=FALSE,
              br.consts = NULL, ...)

Arguments

br.epsilon

positive convergence tolerance for the iteration described in brglm.fit.

br.maxit

integer giving the maximum number of iterations for the iteration in brglm.fit.

br.trace

logical indicating if output should be prooduced for each iteration.

br.consts

a (small) positive constant or a vector of such.

further arguments passed to or from other methods.

Value

A list with the arguments as components.

Details

If br.trace=TRUE then for each iteration the iteration number and the current value of the modified scores is cat'ed. If br.consts is specified then br.consts is added to the original binomial counts and 2*br.consts. Then the model is fitted to the adjusted data to provide starting values for the iteration in brglm.fit. If br.consts = NULL (default) then brglm.fit adjusts the responses and totals by "number of parameters"/"number of observations" and twice that, respectively.

References

Kosmidis I. and Firth D. (2021). Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models. Biometrika, 108, 71--82.

Kosmidis, I. (2007). Bias reduction in exponential family nonlinear models. PhD Thesis, Department of Statistics, University of Warwick.

See Also

brglm.fit, the fitting procedure used by brglm.