irls (version 1.0)

GLMs with IRLS: GLMs with IRLS

Description

GLMs with IRLS.

Usage

irls(y, x, type = "logistic", maxiter = 100, tol = 1e-6)

Value

A list including:

coefficients

The regression coefficients.

vcov

The variance covariance matrix of the coefficients.

se

The standard errors of the coefficients.

phi

The dispersion parameter \(phi\) of the Gamma regression.

deviance

The deviance of the regression model.

iters

The number of iterations required.

Arguments

y

A numberical vector with the response. Binary data for the binomial regression, count data for the Poisson regression and strictly positive continuous numbers for the Gamma regression.

x

A numerical matrix or a vector.

type

The type of regression model to perform, "logistic", "poisson" or "gamma".

maxiter

The maximum number of iterations to perform.

tol

The tolerance value to terminate the algorithm.

Author

Michail Tsagris, Nikolaos Kontemeniotis and Christos Adam. R implementation and documentation: Michail Tsagris .

Details

The function does logistic, Poisson and Gamma regression via the IRLS algorithm.

References

McCullagh, Peter, and John A. Nelder. Generalized linear models. CRC press, USA, 2nd edition, 1989.

See Also

col.irls

Examples

x <- as.matrix(iris[, 1:4])
y <- rbinom(150, 1, 0.5)
irls(y, x)