VGAM (version 0.8-1)

rrvglm-class: Class ``rrvglm''

Description

Reduced-rank vector generalized linear models.

Objects from the Class

Objects can be created by calls to rrvglm.

Extends

Class "vglm", directly. Class "vlm", by class "vglm".

References

Yee, T. W. and Hastie, T. J. (2003) Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15--41.

Yee, T. W. and Wild, C. J. (1996) Vector generalized additive models. Journal of the Royal Statistical Society, Series B, Methodological, 58, 481--493.

http://www.stat.auckland.ac.nz/~yee

See Also

rrvglm, lvplot.rrvglm, vglmff-class.

Examples

# Rank-1 stereotype model of Anderson (1984)
set.seed(111)
pneumo = transform(pneumo, let=log(exposure.time),
             x1=runif(nrow(pneumo))) # x1 is some unrelated covariate
fit = rrvglm(cbind(normal, mild, severe) ~ let + x1,
             multinomial, pneumo, Rank=1)
Coef(fit)