gamlss (version 5.1-4)

prof.dev: Plotting the Profile Deviance for one of the Parameters in a GAMLSS model

Description

This functions plots the profile deviance of one of the (four) parameters in a GAMLSS model. It can be used if one of the parameters mu, sigma, nu or tau is a constant (not a function of explanatory variables) to obtain a profile confidence intervals.

Usage

prof.dev(object, which = NULL, min = NULL, max = NULL, 
        step = NULL, length = 7, startlastfit = TRUE, 
        plot = TRUE, perc = 95, col="darkgreen")

Arguments

object

A fitted GAMLSS model

which

which parameter to get the profile deviance e.g. which="tau"

min

the minimum value for the parameter e.g. min=1

max

the maximum value for the parameter e.g. max=20

step

how often to evaluate the global deviance (defines the step length of the grid for the parameter) e.g. step=1

length

the length if step is not set, default equal 7

startlastfit

whether to start fitting from the last fit or not, default value is startlastfit=TRUE

plot

whether to plot, plot=TRUE or save the results, plot=FALSE

perc

what % confidence interval is required

col

The colour of the profile line

Value

Return a profile plot (if the argument plot=TRUE) and an ProfLikelihood.gamlss object if saved. The object contains:

values

the values at the grid where the parameter was evaluated

fun

the function which approximates the points using splines

min

the minimum values in the grid

max

te maximum values in the grid

max.value

the value of the parameter maximising the Profile deviance (or GAIC)

CI

the profile confidence interval (if global deviance is used)

criterion

which criterion was used

Warning

A dense grid (i.e. small step) evaluation of the global deviance can take a long time, so start with a sparse grid (i.e. large step) and decrease gradually the step length for more accuracy.

Details

This function can be use to provide likelihood based confidence intervals for a parameter for which a constant model (i.e. no explanatory model) is fitted and consequently for checking the adequacy of a particular values of the parameter. This can be used to check the adequacy of one distribution (e.g. Box-Cox Cole and Green) nested within another (e.g. Box-Cox power exponential). For example one can test whether a Box-Cox Cole and Green (Box-Cox-normal) distribution or a Box-Cox power exponential is appropriate by plotting the profile of the parameter tau. A profile deviance showing support for tau=2 indicates adequacy of the Box-Cox Cole and Green (i.e. Box-Cox normal) distribution.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

See Also

gamlss, prof.term

Examples

# NOT RUN {
data(abdom)
h<-gamlss(y~pb(x), sigma.formula=~pb(x), family=BCT, data=abdom) 
prof.dev(h,"nu",min=-2.000,max=2)
rm(h)
# }