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hglm (version 2.2-1)

hglm: Fitting Hierarchical Generalized Linear Models

Description

hglm is used to fit hierarchical generalized linear models. It can be used for linear mixed models and generalized linear models with random effects for a variety of links and a variety of distributions for both the outcomes and the random effects. Fixed effects can also be fitted in the dispersion part of the model. The function can be called either by specifying the design matrices or as a formula.

Usage

hglm(X = NULL, y = NULL, Z = NULL, family = gaussian(link = identity),
     rand.family = gaussian(link = identity), method = "EQL", 
     conv = 1e-6, maxit = 50, startval = NULL, fixed = NULL, 
     random = NULL, X.disp = NULL, disp = NULL, link.disp = "log", 
     X.rand.disp = NULL, rand.disp = NULL, link.rand.disp = "log", 
     data = NULL, weights = NULL, fix.disp = NULL, offset = NULL, 
     RandC = ncol(Z), sparse = TRUE, vcovmat = FALSE, 
     calc.like = FALSE, bigRR = FALSE, verbose = FALSE, ...)

Arguments

X

matrix. The design matrix for the fixed effects.

y

numeric. The dependent variable.

Z

matrix. The design matrix for the random effects.

family

family. The description of the error distribution and link function to be used in the mean part of the model. (See family for details of family functions.)

rand.family

family. The description of the distribution and link function to be used for the random effect.

method

character. Estimation method where EQL is the method of interconnected GLMs presented in Lee et al (2006). Apart from the default option EQL there is also an EQL1 option, which improves estimation for GLMMs (especially for Poisson models with a large number of levels in the random effects).

conv

numeric. The convergence criteria (change in linear predictor between iterations).

maxit

numeric. Maximum number of iterations in the hglm algorithm.

startval

numeric. A vector of starting values in the following order: fixed effects, random effect, variance of random effects, variance of residuals.

fixed

formula. A formula specifying the fixed effects part of the model.

random

formula. A one-sided formula specifying the random effects part of the model.

X.disp

matrix. The design matrix for the fixed effects in the residual dispersion part of the model.

disp

formula. A one-sided formula specifying the fixed effects in the residual dispersion part of the model.

link.disp

character. The link function for the residual dispersion part of the model.

X.rand.disp

matrix. The design matrix for the fixed effects in the random effects dispersion part of the model.

rand.disp

formula. A one-sided formula specifying the fixed effects in the random effects dispersion part of the model.

link.rand.disp

character. The link function for the random effects dispersion part of the model.

data

data.frame. The data frame to be used together with fixed and random.

weights

numeric. Prior weights to be specified in weighted regression.

fix.disp

numeric. A numeric value if the dispersion parameter of the mean model is known, e.g., 1 for binomial and Poisson model.

offset

An offset for the linear predictor of the mean model.

RandC

numeric. Integers (possibly a vector) specifying the number of column of Z to be used for each of the random-effect terms.

sparse

logical. If TRUE, the computation is to be carried out by using sparse matrix technique.

vcovmat

logical. If TRUE, the variance-covariance matrix is returned.

calc.like

logical. If TRUE, likelihoods will be computed at convergence and will be shown via the print or summary methods on the output object.

bigRR

logical. If TRUE, and only for the Gaussian model with one random effect term, a specific algorithm will be used for fast fitting high-dimensional (p >> n) problems. See Shen et al. (2013) for more details of the method.

verbose

logical. If TRUE, more information is printed during model fitting process.

not used.

Value

It returns an object of class hglm consiting of the following values.

fixef

fixed effect estimates.

ranef

random effect estimates.

RandC

integers (possibly a vector) specified the number of column of Z to be used for each of the random-effect terms.

varFix

dispersion parameter of the mean model (residual variance for LMM).

varRanef

dispersion parameter of the random effects (variance of random effects for GLMM).

CAR.rho

parameter estimate for a MRF spatial model.

CAR.tau

parameter estimate for a MRF spatial model.

iter

number of iterations used.

Converge

specifies if the algorithm converged.

SeFe

standard errors of fixed effects.

SeRe

standard errors of random effects.

dfReFe

deviance degrees of freedom for the mean part of the model.

SummVC1

estimates and standard errors of the linear predictor in the dispersion model.

SummVC2

estimates and standard errors of the linear predictor for the dispersion parameter of the random effects.

dev

individual deviances for the mean part of the model.

hv

hatvalues for the mean part of the model.

resid

studentized residuals for the mean part of the model.

fv

fitted values for the mean part of the model.

disp.fv

fitted values for the dispersion part of the model.

disp.resid

standardized deviance residuals for the dispersion part of the model.

link.disp

link function for the dispersion part of the model.

vcov

the variance-covariance matrix.

likelihood

a list of log-likelihood values for model selection purposes, where $hlik is the log-h-likelihood, $pvh the adjusted profile log-likelihood profiled over random effects, $pbvh the adjusted profile log-likelihood profiled over fixed and random effects, and $cAIC the conditional AIC. (NOTE: In some earlier version (version <2.0) -2 times the log-likelihoods were reported.)

bad

the index of the influential observation.

Details

Models for hglm are either specified symbolically using formula or by specifying the design matrices ( X, Z and X.disp). The extended quasi likelihood (EQL) method is the default method for estimation of the model parameters. For the Gaussian-Gaussian linear mixed models, it is REML. It should be noted that the EQL estimator can be biased and inconsistent in some special cases e.g. binary pair matched response. A higher order correction might be useful to correct the bias of EQL (Lee et al. 2006). There is also an EQL1 option, which improves estimation for GLMMs (especially for Poisson models with a large number of levels in the random effects). The EQL1 method computes estimates by adjusting the working response as described in the appendix of Lee and Lee (2012). By default, the dispersion parameter is estimated by the hglm and hglm2 functions. If the dispersion parameter of the mean model is to be held constant, for example if it is desired to be 1 for binomial and Poisson family, then fix.disp=value where, value=1 for the above example, should be used.

Interpretation of warning messages Remove all NA before input to the hglm function. - This message is important and tells the user to delete all lines with missing values from the input data. Residuals numerically 0 are replaced by 1e-8. or Hat-values numerically 1 are replaced by 1 - 1e-8. - These messages are often not important as they usually reflect a numerical issue in an intermediate step of the iterative fitting algorithm. However, it is a good idea to check that there are no hat values equal to 1 in the final output.

References

Lars Ronnegard, Xia Shen and Moudud Alam (2010). hglm: A Package for Fitting Hierarchical Generalized Linear Models. The R Journal, 2(2), 20-28.

Youngjo Lee, John A Nelder and Yudi Pawitan (2006) Generalized Linear Models with Random Effect: a unified analysis via h-likelihood. Chapman and Hall/CRC.

Xia Shen, Moudud Alam, Freddy Fikse and Lars Ronnegard (2013). A novel generalized ridge regression method for quantitative genetics. Genetics 193(4), ?1255-1268.

Moudud Alam, Lars Ronnegard, Xia Shen (2014). Fitting conditional and simultaneous autoregressive spatial models in hglm. Submitted.

Woojoo Lee and Youngjo Lee (2012). Modifications of REML algorithm for hglms. Statistics and Computing 22, 959-966.

See Also

hglm2

Examples

Run this code
# NOT RUN {
# Find more examples and instructions in the package vignette:
# vignette('hglm')

require(hglm)

# --------------------- #
# semiconductor example #
# --------------------- #

data(semiconductor)

m11 <- hglm(fixed = y ~ x1 + x3 + x5 + x6,
            random = ~ 1|Device,
            family = Gamma(link = log),
            disp = ~ x2 + x3, data = semiconductor)
summary(m11)
plot(m11, cex = .6, pch = 1,
     cex.axis = 1/.6, cex.lab = 1/.6,
     cex.main = 1/.6, mar = c(3, 4.5, 0, 1.5))

# ------------------- #
# redo it using hglm2 #
# ------------------- #

m12 <- hglm2(y ~ x1 + x3 + x5 + x6 + (1|Device),
             family = Gamma(link = log),
             disp = ~ x2 + x3, data = semiconductor)
summary(m12)
     
# -------------------------- #
# redo it using matrix input #
# -------------------------- #

attach(semiconductor)
m13 <- hglm(y = y, X = model.matrix(~ x1 + x3 + x5 + x6),
            Z = kronecker(diag(16), rep(1, 4)),
            X.disp = model.matrix(~ x2 + x3), 
            family = Gamma(link = log))
summary(m13)
     
# --------------------- #
# verbose & likelihoods #
# --------------------- #
     
m14 <- hglm(fixed = y ~ x1 + x3 + x5 + x6,
            random = ~ 1|Device,
            family = Gamma(link = log),
            disp = ~ x2 + x3, data = semiconductor,
            verbose = TRUE, calc.like = TRUE)
summary(m14)

# --------------------------------------------- #  
# simulated example with 2 random effects terms #
# --------------------------------------------- #  
# }
# NOT RUN {
set.seed(911)
x1 <- rnorm(100)
x2 <- rnorm(100)
x3 <- rnorm(100)
z1 <- factor(rep(LETTERS[1:10], rep(10, 10)))
z2 <- factor(rep(letters[1:5], rep(20, 5)))
Z1 <- model.matrix(~ 0 + z1)
Z2 <- model.matrix(~ 0 + z2)
u1 <- rnorm(10, 0, sqrt(2))
u2 <- rnorm(5, 0, sqrt(3))
y <- 1 + 2*x1 + 3*x2 + Z1%*%u1 + Z2%*%u2 + rnorm(100, 0, sqrt(exp(x3)))
dd <- data.frame(x1 = x1, x2 = x2, x3 = x3, z1 = z1, z2 = z2, y = y)

(m21 <- hglm(X = cbind(rep(1, 100), x1, x2), y = y, Z = cbind(Z1, Z2), 
             RandC = c(10, 5)))
summary(m21)
plot(m21)

# m21 is the same as:
(m21b <- hglm(X = cbind(rep(1, 100), x1, x2), y = y, Z = cbind(Z1, Z2), 
              rand.family = list(gaussian(), gaussian()), RandC = c(10, 5))

(m22 <- hglm2(y ~ x1 + x2 + (1|z1) + (1|z2), data = dd, vcovmat = TRUE))
image(m22$vcov, main = 'Variance-covariance Matrix')
summary(m22)
plot(m22)

m31 <- hglm2(y ~ x1 + x2 + (1|z1) + (1|z2), disp = ~ x3, data = dd)
print (m31)
summary(m31)
plot(m31)

# ------------------------------- #  
# Markov random field (MRF) model #
# ------------------------------- #  
data(cancer)
logE <- log(E)
X11 <- model.matrix(~Paff)
m41 <- hglm(X = X11, y = O, Z = diag(length(O)), 
           family = poisson(), rand.family = CAR(D = nbr),
           offset = logE, conv = 1e-9, maxit = 200, fix.disp = 1)
summary(m41)

data(ohio)
m42 <- hglm(fixed = MedianScore ~ 1, 
            random = ~ 1 | district, 
            rand.family = CAR(D = ohioDistrictDistMat), 
            data = ohioMedian)
summary(m42)
require(sp)
districtShape <- as.numeric(substr(as.character(ohioShape@data$UNSDIDFP), 3, 7)) 
CARfit <- matrix(m42$ranef + m42$fixef, dimnames = list(rownames(ohioDistrictDistMat), NULL))
ohioShape@data$CAR <- CARfit[as.character(districtShape),]
ohioShape@data$CAR[353] <- NA # remove estimate of Lake Erie
spplot(ohioShape, zcol = "CAR", main = "Fitted values from CAR", 
        col.regions = heat.colors(1000)[1000:1], cuts = 1000)
# }

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