mable (version 4.1.1)

mable.dr.group: Mable fit of the density ratio model based on grouped data

Description

Maximum approximate Bernstein/Beta likelihood estimation in a density ratio model based on two-sample grouped data.

Usage

mable.dr.group(
  t,
  n0,
  n1,
  M,
  regr,
  ...,
  interval = c(0, 1),
  alpha = NULL,
  vb = 0,
  controls = mable.ctrl(),
  progress = TRUE,
  message = TRUE
)

Arguments

t

cutpoints of class intervals

n0, n1

frequencies of two sample data grouped by the classes specified by t. n0:"Control", n1: "Case".

M

a positive integer or a vector (m0, m1).

regr

regressor vector function \(r(x)=(1,r_1(x),...,r_d(x))\) which returns n x (d+1) matrix, n=length(x)

...

additional arguments to be passed to regr

interval

a vector (a,b) containing the endpoints of supporting/truncation interval of x and y.

alpha

a given regression coefficient, missing value is imputed by logistic regression

vb

code for vanishing boundary constraints, -1: f0(a)=0 only, 1: f0(b)=0 only, 2: both, 0: none (default).

controls

Object of class mable.ctrl() specifying iteration limit and the convergence criterion for EM and Newton iterations. Default is mable.ctrl. See Details.

progress

logical: should a text progressbar be displayed

message

logical: should warning messages be displayed

Details

Suppose that n0 ("control") and n1 ("case") are frequencies of independent samples grouped by the classes t from f0 and f1 which satisfy f1(x)=f0(x)exp[alpha0+alpha'r(x)] with r(x)=(r1(x),...,r_d(x)). Maximum approximate Bernstein/Beta likelihood estimates of (alpha0,alpha), f0 and f1 are calculated. If support is (a,b) then replace r(x) by r[a+(b-a)x]. For a fixed m, using the Bernstein polynomial model for baseline \(f_0\), MABLEs of \(f_0\) and parameters alpha can be estimated by EM algorithm and Newton iteration. If estimated lower bound \(m_b\) for m based on n1 is smaller that that based on n0, then switch n0 and n1 and use \(f_1\) as baseline. If M=m or m0=m1=m, then m is a preselected degree. If m0<m1 it specifies the set of consective candidate model degrees m0:m1 for searching an optimal degree by the change-point method, where m1-m0>3.