Tasks
Tasks are building blocks that allow to specify what a model should
<U+201C>do<U+201D>. Like other model building blocks, they can be combined using
the +
operator. However, they should not be added to a model but
rather provided via the tasks=
argument to the render function, e.g.,
render(m, tasks = tsk_estimation() +
tsk_output_xpose4())
Estimation tasks
Estimation tasks provide details on the parameter estimation process, in terms of estimation algorithm, estimation options and whether standard errors should be obtained.
Algorithm
The algorithm argument allows to select the estimation algorithm among the following options:
|
|
foce |
First-order conditional estimation with interaction detection |
foce-inter |
First-order conditional estimation with interaction |
foce-no-inter |
First-order conditional estimation without interaction |
fo |
First-order estimation |
imp |
Importance sampling |
saem |
Stochastic approximation expectation maximization |
The default algorithm "foce"
detects whether the observation model includes an epsilon-eta interaction and includes the INTERACTION
option accordingly.
The foce-inter
option forces the use of the INTERACTION
argument independent of the residual error model, foce-no-inter
enforces no interaction.
Each algorithm includes a set of default options that the package authors consider sensible defaults (for example MAXEVAL=999999
for FOCE). These defaults can be
overwritten using the target_options=
argument which is described below.
Standard errors
The se=
argument allows to request the calculation of parameter standard errors. When standard errors are requested (se=TRUE
) it will results
in the inclusion of the $COVARIANCE
record in the generated control stream.
Target options
The target_options=
argument provides a mechanism to specify additional estimation options for the selected algorithm. The options should be provided
as a list, e.g.,
tsk_estimation(algorithm = "foce", target_options = list(mceta=100))
The provided options are passed verbatim to the target tool and not checked by assemblerr for correctness.
The target_options=
argument
Multiple estimation tasks
A sequence of estimation tasks can be specified in assemblerr by combining multiple estimations, for example
render(m, tasks = tsk_estimation("foce") + tsk_estimation("imp"))
will create model code that contains an FOCE as well as an importance sampling estimation step.