BradleyTerry2 (version 1.1-2)

qvcalc.BTabilities: Quasi Variances for Estimated Abilities

Description

A method for qvcalc::qvcalc() to compute a set of quasi variances (and corresponding quasi standard errors) for estimated abilities from a Bradley-Terry model as returned by BTabilities().

Usage

# S3 method for BTabilities
qvcalc(object, ...)

Arguments

object

a "BTabilities" object as returned by BTabilities().

...

additional arguments, currently ignored.

Value

A list of class "qv", with components

covmat

The full variance-covariance matrix for the estimated abilities.

qvframe

A data frame with variables estimate, SE, quasiSE and quasiVar, the last two being a quasi standard error and quasi-variance for each ability.

dispersion

NULL (dispersion is fixed to 1).

relerrs

Relative errors for approximating the standard errors of all simple contrasts.

factorname

The name of the ID factor identifying players in the BTm formula.

coef.indices

NULL (no required for this method).

modelcall

The call to BTm to fit the Bradley-Terry model from which the abilities were estimated.

Details

For details of the method see Firth (2000), Firth (2003) or Firth and de Menezes (2004). Quasi variances generalize and improve the accuracy of “floating absolute risk” (Easton et al., 1991). This device for economical model summary was first suggested by Ridout (1989).

Ordinarily the quasi variances are positive and so their square roots (the quasi standard errors) exist and can be used in plots, etc.

References

Easton, D. F, Peto, J. and Babiker, A. G. A. G. (1991) Floating absolute risk: an alternative to relative risk in survival and case-control analysis avoiding an arbitrary reference group. Statistics in Medicine 10, 1025--1035.

Firth, D. (2000) Quasi-variances in Xlisp-Stat and on the web. Journal of Statistical Software 5.4, 1--13. https://www.jstatsoft.org/article/view/v005i04.

Firth, D. (2003) Overcoming the reference category problem in the presentation of statistical models. Sociological Methodology 33, 1--18.

Firth, D. and de Menezes, R. X. (2004) Quasi-variances. Biometrika 91, 65--80.

Menezes, R. X. de (1999) More useful standard errors for group and factor effects in generalized linear models. D.Phil. Thesis, Department of Statistics, University of Oxford.

Ridout, M.S. (1989). Summarizing the results of fitting generalized linear models to data from designed experiments. In: Statistical Modelling: Proceedings of GLIM89 and the 4th International Workshop on Statistical Modelling held in Trento, Italy, July 17--21, 1989 (A. Decarli et al., eds.), pp 262--269. New York: Springer.

See Also

qvcalc::worstErrors(), qvcalc::plot.qv().

Examples

# NOT RUN {
    
example(baseball)
baseball.qv <- qvcalc(BTabilities(baseballModel2))
print(baseball.qv)
plot(baseball.qv, xlab = "team",
     levelNames = c("Bal", "Bos", "Cle", "Det", "Mil", "NY", "Tor"))
# }