get_glm_log_density

This function calculates the log density of the response variable given a generalized linear model (GLM)
based on the specified family. The log density is computed differently for binomial and gaussian families.

To improve estimation accuracy and stability in statistical modeling, catalytic prior distributions are employed, integrating observed data with synthetic data generated from a simpler model's predictive distribution. This approach enhances model robustness, stability, and flexibility in complex data scenarios. The catalytic prior distributions are introduced by 'Huang et al.' (2020, <doi:10.1073/pnas.1920913117>), Li and Huang (2023, <doi:10.48550/arXiv.2312.01411>).

Dongming Huang

catalytic

Tools for Applying Catalytic Priors in Statistical Modeling

Yitong Wu

Weihao Li

Ministry of Education, Singapore 

get_glm_log_density function

<dl><dt>family_string</dt>
<dd>Character. The GLM family to use. Options are <code>"binomial"</code> or <code>"gaussian"</code>.</dd>
<dt>X</dt>
<dd>Matrix. The design matrix (predictors) for the GLM.</dd>
<dt>Y</dt>
<dd>Vector or data frame. The response variable for the GLM. If a data frame, it is converted to a numeric vector.</dd>
<dt>coefs</dt>
<dd>Numeric vector. The coefficients for the GLM.</dd>
<dt>weights</dt>
<dd>Numeric vector. Weights for the observations. Default is <code>1</code> (no weighting).</dd></dl>

Arguments

Compute Log Density Based on GLM Family — get_glm_log_density

<dl>

<dt>family_string</dt>
<dd>Character. The GLM family to use. Options are <code>"binomial"</code> or <code>"gaussian"</code>.</dd>


<dt>X</dt>
<dd>Matrix. The design matrix (predictors) for the GLM.</dd>


<dt>Y</dt>
<dd>Vector or data frame. The response variable for the GLM. If a data frame, it is converted to a numeric vector.</dd>


<dt>coefs</dt>
<dd>Numeric vector. The coefficients for the GLM.</dd>


<dt>weights</dt>
<dd>Numeric vector. Weights for the observations. Default is <code>1</code> (no weighting).</dd>

</dl>

get_glm_log_density: Compute Log Density Based on GLM Family

Description

Usage

Value

Arguments