logmult (version 0.7.4)

rc: Fitting Row-Column Association Models

Description

Fit log-multiplicative row-column association models, also called RC(M) models or Goodman's (1979) Model II, with one or several dimensions. Supported variants (for square tables) include symmetric (homogeneous) row and column scores, possibly combined with separate diagonal parameters.

Usage

rc(tab, nd = 1, symmetric = FALSE, diagonal = FALSE,
   weighting = c("marginal", "uniform", "none"),
   rowsup = NULL, colsup = NULL,
   se = c("none", "jackknife", "bootstrap"),
   nreplicates = 100, ncpus = getOption("boot.ncpus"),
   family = poisson, weights = NULL,
   start = NULL, etastart = NULL, tolerance = 1e-8,
   iterMax = 5000, trace = FALSE, verbose = TRUE, ...)

Arguments

tab

a two-way table, or an object (such as a matrix) that can be coerced into a table; if present, dimensions above two will be collapsed.

nd

the number of dimensions to include in the model. Cannot exceed min(nrow(tab) - 1, ncol(tab) - 1) if symmetric is FALSE (saturated model), and twice this threshold otherwise (quasi-symmetry model).

symmetric

should row and column scores be constrained to be equal? Valid only for square tables.

diagonal

should the model include parameters specific to each diagonal cell? This amounts to taking quasi-independence, rather than independence, as the baseline model. Valid only for square tables.

weighting

what weights should be used when normalizing the scores.

rowsup

if present, a matrix with the same columns as tab giving supplementary (passive) rows. If symmetric = TRUE, rowsup and colsup must be specified together and rows of rowsup must correspond to columns of colsup.

colsup

if present, a matrix with the same rows as tab giving supplementary (passive) columns. See rowsup.

se

which method to use to compute standard errors for parameters (see se.assoc).

nreplicates

the number of bootstrap replicates, if enabled.

ncpus

the number of processes to use for jackknife or bootstrap parallel computing. Defaults to the number of cores (see detectCores), with a maximum of 5, but falls back to 1 (no parallelization) if package parallel is not available.

family

a specification of the error distribution and link function to be used in the model. This can be a character string naming a family function; a family function, or the result of a call to a family function. See family details of family functions.

weights

an optional vector of weights to be used in the fitting process.

start

either NA to use optimal starting values, NULL to use random starting values, or a vector of starting values for the parameters in the model.

etastart

starting values for the linear predictor; set to NULL to use either default starting values (if start = NA), or random starting values (in all other cases).

tolerance

a positive numeric value specifying the tolerance level for convergence; higher values will speed up the fitting process, but beware of numerical instability of estimated scores!

iterMax

a positive integer specifying the maximum number of main iterations to perform; consider raising this value if your model does not converge.

trace

a logical value indicating whether the deviance should be printed after each iteration.

verbose

a logical value indicating whether progress indicators should be printed, including a diagnostic error message if the algorithm restarts.

…

more arguments to be passed to gnm

Value

A rc object, with all the components of a gnm object, plus an assoc.rc component holding the most relevant association information:

phi

The intrisic association parameters, one per dimension.

row

Row scores, normalized so that their (weighted) sum is 0, their (weighted) sum of squares is 1, and their (weighted) cross-dimensional correlation is null.

col

Column scores, normalized so that their (weighted) sum is 0, their (weighted) sum of squares is 1, and their (weighted) cross-dimensional correlation is null.

weighting

The name of the weighting method used, reflected by row.weights and col.weights.

row.weights

The row weights used for the identification of scores, as specified by the weighting argument.

col.weights

The column weights used for the identification of scores, as specified by the weighting argument.

covmat

The variance-covariance matrix for phi coefficients and normalized row and column scores. Only present if se was not “none”.

adj.covmats

An array stacking on its third dimension one variance-covariance matrix for the adjusted scores of each layer in the model (used for plotting). Only present if se was not “none”.

covtype

The method used to compute the variance-covariance matrix (corresponding to the se argument.

Details

This function fits log-multiplicative row-column association models, usually called (after Goodman) RC(M) models, typically following the equation: $$ log F_{ij} = \lambda + \lambda^I_i + \lambda^J_j + \sum_{m=1}^M { \phi_{m} \mu_{im} \nu_{jm} } $$ where \(F_{ij}\) is the expected frequency for the cell at the intersection of row i and column j of tab, and M the number of dimensions. See references for detailed information about the variants of the model, the degrees of freedom and the identification constraints applied to the scores.

Actual model fitting is performed using gnm, which implements the Newton-Raphson algorithm. This function simply ensures correct start values are used, in addition to allowing for identification of scores even with several dimensions, computation of their jackknife or bootstrap standard errors, and plotting. The default starting values for association parameters are computed using a singular/eigen value decomposition from the results of the model without association component (“base model”). In some complex cases, using start = NULL to start with random values can be more efficient, but it is also less stable and can converge to non-optimal solutions.

References

Goodman, L.A. (1979). Simple Models for the Analysis of Association in Cross-Classifications having Ordered Categories. J. of the Am. Stat. Association 74(367), 537-552.

Becker, M.P., and Clogg, C.C. (1989). Analysis of Sets of Two-Way Contingency Tables Using Association Models. Journal of the American Statistical Association 84(405), 142-151.

Goodman, L.A. (1985). The Analysis of Cross-Classified Data Having Ordered and/or Unordered Categories: Association Models, Correlation Models, and Asymmetry Models for Contingency Tables With or Without Missing Entries. The Annals of Statistics 13(1), 10-69.

Goodman, L.A. (1991). Measures, Models, and Graphical Displays in the Analysis of Cross-Classified Data. J. of the Am. Stat. Association 86(416), 1085-1111.

Clogg, C.C., and Shihadeh, E.S. (1994). Statistical Models for Ordinal Variables. Sage: Advanced Quantitative Techniques in the Social Sciences (4).

Wong, R.S-K. (2010). Association models. SAGE: Quantitative Applications in the Social Sciences.

See Also

plot.rc, gnm

Examples

# NOT RUN {
  ## Goodman (1991), Table 17.1 (p. 1097)
  data(criminal)
  model <- rc(criminal)

  model$assoc # These are the phi (.07), mu and nu
  model$assoc$row[,1,1] * model$assoc$phi[1,1] # These are the mu'
  model$assoc$col[,1,1] * model$assoc$phi[1,1] # These are the nu'

  ## Becker & Clogg (1989), Table 5 (p. 145)
  # See also ?rcL to run all models in one call
  
# }
# NOT RUN {
  data(color)

  # "Uniform weights" in the authors' terms mean "no weighting" for us
  # See ?rcL for average marginals
  caithness.unweighted <- rc(color[,,1], nd=2, weighting="none",
                             se="jackknife")
  caithness.marginal <- rc(color[,,1], nd=2, weighting="marginal",
                           se="jackknife")
  aberdeen.unweighted <- rc(color[,,2], nd=2, weighting="none",
                            se="jackknife")
  aberdeen.marginal <- rc(color[,,2], nd=2, weighting="marginal",
                          se="jackknife")

  caithness.unweighted
  caithness.marginal
  aberdeen.unweighted
  aberdeen.marginal

  # To see standard errors, either:
  se(caithness.unweighted)

  # and so on...
  # (ours are much smaller for the marginal-weighted case)
  # Or:
  summary(caithness.unweighted)
  
# }
# NOT RUN {

  ## Clogg & Shihadeh (1994), Tables 3.5a and b (p. 55-61)
  data(gss88)
  model <- rc(gss88)

  # Unweighted scores
  summary(model, weighting="none")
  # Marginally weighted scores
  summary(model, weighting="marginal")
  # Uniformly weighted scores
  summary(model, weighting="uniform")


  ## Wong (2010), Table 2.7 (p. 48-49)
  
# }
# NOT RUN {
  data(gss8590)

  # The table used in Wong (2001) is not perfectly consistent
  # with that of Wong (2010)
  tab <- margin.table(gss8590[,,c(2,4)], 1:2)
  tab[2,4] <- 49

  model <- rc(tab, nd=2, weighting="none", se="jackknife")

  model
  summary(model) # Jackknife standard errors are slightly different
                 # from their asymptotic counterparts

  # Compare with bootstrap standard errors
  model2 <- rc(tab, nd=2, weighting="none", se="bootstrap")
  plot(model, conf.int=0.95)
  summary(model2)
  
# }