Learn R Programming
RAZIAD (version 0.0.1)

fisher.reg: Fisher Information computation for calculating the confidence intervals in Zero-inflated and Zero-altered regression models

Description

Fisher Information computation for calculating the confidence intervals in Zero-inflated and Zero-altered regression models

Usage

fisher.reg(x, y, b0 = NULL, m, dist = "ZIP", link = "logit")

Value

If dist = ZIP, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZINB, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZINB-r, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZIBNB, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZIBB, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZIBB-n, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = ZIBB-ab, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = PH, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = NBH, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = NBH-r, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = BNBH, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = BBH, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = BBH-n, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

If dist = BBH-ab, the following values are returned:

  • FisherInformation: Fisher Information matrix for all the parameters and covariates in the model.

  • ConfidenceIntervals: Contains the following information:

    • Lower and upper bounds of the confidence interval.

    • Estimated parameters.

    • Estimation/length ratio.

    • Standard error.

    • Z-score.

Arguments

x

a design matrix containing an intercept column (all ones) along with other available covariates for the response variable

y

a zero-inflated or zero-altered(Hurdle) count response variable, represented as an integer vector

b0

the initial parameters for the model, calculated as the product of the number of parameters in the specified models and the number of covariates

m

M set in trigamma free approach only needed for ZIBNB, BNBH, ZINB, and NBH

dist

can be specified as follows: "ZIP" for "zero-inflated Poisson", "ZINB" for "zero-inflated negative binomial", "ZINB-r" for "zero-inflated negative binomial with fixed r", "ZIBNB" for "zero-inflated beta negative binomial", "ZIBB" for "zero-inflated beta binomial", "ZIBB-n" for "zero-inflated beta binomial with fixed n", "ZIBB-ab" for "zero-inflated beta binomial with fixed alpha and beta", "PH" for "zero-altered(hurdle) Poisson", "NBH" for "zero-altered(Hurdle) negative binomial", "NBH-r" for "zero-altered (Hurdle) negative binomial with fixed r", "BNBH" for " zero-altered (Hurdle) beta negative binomial", "BBH" for "zero-altered (Hurdle) beta binomial", "BBH-n" for "zero-altered(Hurdle) beta binomial with fixed n", and "BBH-ab" for "zero-altered(Hurdle) beta binomial with fixed alpha and beta".

link

can be set to one of four different options: "logit" for the logistic link function, "probit" for the probit link function, "loglog" for the log-log link function, and "cloglog" for the complementary log-log link function

Examples

Run this code
intercept<- rep(1,4406)
dt = DebTrivedi[, c(6:8, 13, 15, 18)]
dt = cbind(intercept, dt)
dt$gender.male <- ifelse(dt$gender == 'male', 1, 0)
dt$gender.female <- ifelse(dt$gender == 'female', 1, 0)
dt$health.poor <- ifelse(dt$health == 'poor', 1, 0)
dt$health.average <- ifelse(dt$health == 'average', 1, 0)
dt$health.excellent <- ifelse(dt$health == 'excellent', 1, 0)
dt$privins.yes <- ifelse(dt$privins == 'yes', 1, 0)
dt$privins.no <- ifelse(dt$privins == 'no', 1, 0)
y = DebTrivedi[,1]
x = data.matrix(dt[, c(1, 2, 4, 6, 8, 10, 12, 13)])
np = dim(x)[2]
b0 = c (0.1,0.10,0.1,0.1,0.1,0.1,0.1,0.1,
0.2,0.20,0.20,0.20,0.20,0.20,0.20,0.20)
fisher.reg(x, y, b0=b0, m=1e3, dist="ZIP", link="probit")

Run the code above in your browser using DataLab