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clikcorr (version 1.0)

clikcorr: Censoring data and LIKelihood-based CORRelation estimation and inference

Description

A profile likelihood based method of estimation and hypothesis testing on the correlation coefficient of bivariate data with different types of cencoring.

Usage

clikcorr(data, lower1, upper1, lower2, upper2, cp = 0.95, dist = "n", df = 4, sv = NA, nlm = FALSE, ...) "clikcorr"(data, lower1, upper1, lower2, upper2, cp = 0.95, dist = "n", df = 4, sv = NA, nlm = FALSE, ...) "print"(x, ...) "summary"(object, ...)

Arguments

data
a data frame name.
lower1
the lower bound of the first of the two variables whose correlation coefficient to be calculated.
upper1
the upper bound of the first of the two variables whose correlation coefficient to be calculated.
lower2
the lower bound of the second of the two variables whose correlation coefficient to be calculated.
upper2
the upper bound of the second of the two variables whose correlation coefficient to be calculated.
cp
confidence level for the confidence interval.
dist
working distribution. By default, dist="n" assuming the data from a bivariate normal distribution. Set dist="t" if the data are assumed generated from a bivariate t-distribution.
df
degree of freedom of the bivariate t-distribution when dist="t". By default df=4.
sv
user specified starting values for the vector of (mean1, mean2, var1, corr, var2).
nlm
use nlm as the optimization method to minimize the negative log (profile) likelihood. By default nlm=FALSE and optim is used to maximize the log (profile) likelihood.
x
an object of class "clikcorr", i.e., a fitted model.
object
an object of class "clikcorr", i.e., a fitted model.
...
not used.

Value

A list with components:
pairName
variable names for the input paired data structure in the clikcorr class.
pairData
a paired data structure in the clikcorr class.
dist
Normal or t distribution.
df
degree of freedom for t distribution.
coefficients
maximum likelihood estimate (MLE) of the correlation coefficient.
Cov
estimated variance covariance matrix.
Mean
estimated means.
CI
unsymmetric profile confidence interval for the estimated correlation coefficient.
P0
p-value for likelihood ratio test with null hypothesis says that the true correlation coefficient equals zero.
logLik
the value of the log likelihood at MLE.

Details

clikcorr conducts point estimation and hypothesis testing on the correlation coefficient of bivariate data with different types of cencoring.

References

Yanming Li, Kerby Shedden, Brenda W. Gillespie and John A. Gillespie (2016). Calculating Profile Likelihood Estimates of the Correlation Coefficient in the Presence of Left, Right or Interval Censoring and Missing Data.

Examples

Run this code

data(ND)
logND <- log(ND)
logND1 <- logND[51:90,]

obj <- clikcorr(logND1, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678")

## Not run: 
# clikcorr(logND, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678")
# 
# clikcorr(logND, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678",
#  nlm=TRUE)
# 
# clikcorr(logND, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678",
#  method="BFGS")
# 
# clikcorr(logND, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678",
#  sv=c(5,-0.5,0.6,0.5,0.6))
# 
# clikcorr(logND, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678",
#  dist="t", df=10, nlm=TRUE)
# ## End(Not run)

print(obj)
summary(obj)

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