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logistf (version 1.10)

logistfplot: Plot penalized profile likelihood

Description

This function plots the penalized profile likelihood for a specified parameter.

Usage

logistfplot(formula = attr(data, "formula"), data = sys.parent(), which, pitch = 0.05, limits,
                    alpha = 0.05,  firth = TRUE,
                    legends = TRUE, weights, control, plcontrol)

Arguments

formula
a formula object, with the response on the left of the operator, and the model terms on the right. The response must be a vector with 0 and 1 or FALSE and TRUE for the model outcome, where the higher value (1 or TRUE) is modeled. It's possible
data
a data.frame where the variables named in the formula can be found, i. e. the variables containing the binary response and the covariates.
which
a righthand formula specifying the plotted parameter, interaction or general term, e.g. ~ A - 1 or ~ A : C - 1. The profile likelihood of the intercept would be obtained by the formula ~ - ..
pitch
distances between the interpolated points in standard errors of the parameter estimate, the default value is 0.05.
limits
vector of the minimum and the maximum on the x-scale in standard deviations distant form the maximum likelihood. The default values are the extremes of both confidence intervals, Wald and PL, plus or minus half a standard deviation of the p
alpha
the significance level (1-$\alpha$ the confidence level, 0.05 as default).
firth
use of Firth's (1993) penalized maximum likelihood (firth=TRUE, the default) or the standard maximum likelihood method (firth=FALSE) for the logistic regression. Note that by specifying pl=TRUE and fi
legends
if FALSE, legends in the plot would be omitted (default is TRUE).
weights
case weights.
control
a logistf.control object to define parameters for the Newton-Raphson iteration.
plcontrol
a logistpl.control object to define parameters for the Newton-Raphson iteration to estimate profile likelihood CLs.

Value

  • The object returned is a simple data.frame containing three columns which allow reproducing the plot. Each row represents one point of the interpolation. The columns are as follows:
  • stddistance from the maximum of the profile likelihood (in standard errors of the parameter estimate).
  • namethe value of the parameter for the variable name specified in argument which.
  • loglik.penthe value of the penalized likelihood.

Details

This function plots the profile likelihood of a specific parameter based on the penalized likelihood. A symmetric shape of the profile penalized log likelihood (PPL) function allows use of Wald intervals, while an asymmetric shape demands profile penalized likelihood intervals (Heinze & Schemper (2002)). Further documentation can be found in Heinze & Ploner (2004).

References

Firth D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80, 27--38. Heinze G, Schemper M (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21: 2409-2419. Heinze G, Ploner M (2004). Technical Report 2/2004: A SAS-macro, S-PLUS library and R package to perform logistic regression without convergence problems. Section of Clinical Biometrics, Department of Medical Computer Sciences, Medical University of Vienna, Vienna, Austria. http://www.meduniwien.ac.at/user/georg.heinze/techreps/tr2_2004.pdf Heinze G (2006). A comparative investigation of methods for logistic regression with separated or nearly separated data. Statistics in Medicine 25: 4216-4226.

See Also

logistf, logistftest

Examples

Run this code
data(sexagg)
logistfplot(formula = case ~ age + oc + vic + vicl + vis + dia, data = sexagg, weights = COUNT,which=~dia-1)

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