Computes the constrained MLE of \(S_{0}(m)\) subject to equality constraints \(h_{0}(m) = 0\) under the specified strata and fixed.strata configuration, and its associated asymptotic standard error. Here \(m\) is the vector of expected table counts, i.e. \(m = E(Y)\).
compute_cons_MLE_ase(y, strata, fixed.strata, h0.fct, h0.fct.deriv, S0.fct,
S0.fct.deriv, max.mph.iter, step, change.step.after,
y.eps, iter.orig, norm.diff.conv, norm.score.conv,
max.score.diff.iter)Observed table counts in the contingency table(s), in vector form.
Vector of the same length as y that gives the stratum membership
identifier.
The object that gives information on which stratum (strata) has (have) fixed sample sizes.
The constraint function \(h_{0}(\cdot)\) with respect to \(m\), where \(m = E(Y)\), the vector of expected table counts.
The R function object that computes analytic derivative of the
transpose of the constraint function \(h_{0}(\cdot)\) with respect to
\(m\). If h0.fct.deriv is not specified or
h0.fct.deriv = NULL, numerical derivatives will be used.
The estimand function \(S_{0}(\cdot)\) with respect to \(m\).
The R function object that computes analytic derivative of the estimand function \(S_{0}(\cdot)\) with respect to
\(m\). If S0.fct.deriv is not
specified or S0.fct.deriv = NULL, numerical derivatives
will be used.
The parameters used in mph.fit.
compute_cons_MLE_ase returns a vector of length two. The first element S0.fct.m_H0 is the constrained MLE of \(S_{0}(m)\) subject to equality
constraints \(h_{0}(m) = 0\), and the second element ase.S0.fct.m_H0 is the
associated asymptotic standard error.
Lang, J. B. (2004) Multinomial-Poisson homogeneous models for contingency tables, Annals of Statistics, 32, 340--383.
Zhu, Q. (2020) "On improved confidence intervals for parameters of discrete distributions." PhD dissertation, University of Iowa.