logistf (version 1.10)

logistf.control: Control parameters for logistf

Description

Sets parameters for Newton-Raphson iteration in Firth's penalized-likelihood logistic regression

Usage

logistf.control(maxit=25, maxhs=5, maxstep=5, lconv=0.00001, gconv=0.00001, xconv=0.00001)

Arguments

maxit

the maximum number of iterations

maxhs

the maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.

maxstep

specifies the maximum step size in the beta vector within one iteration.

lconv

specifies the convergence criterion for the log likelihood.

gconv

specifies the convergence criterion for the first derivative of the log likelihood (the score vector).

xconv

specifies the convergence criterion for the parameter estimates.

Value

• maxit
  the maximum number of iterations
• maxhs
  the maximum number of step-halvings in one iteration. The increment of the beta vector within one iteration is divided by 2 if the new beta leads to a decrease in log likelihood.
• maxstep
  specifies the maximum step size in the beta vector within one iteration.
• lconv
  specifies the convergence criterion for the log likelihood.
• gconv
  specifies the convergence criterion for the first derivative of the log likelihood (the score vector).
• xconv
  specifies the convergence criterion for the parameter estimates.

Details

logistf.control() is used by logistf and logistftest to set control parameters to default values. Different values can be specified, e. g., by logistf(...,control=logistf.control(maxstep=1)).

Examples

data(sexagg)
fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT, control=logistf.control(maxstep=1))
summary(fit2)