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dfbeta.overglm

Dfbeta for Negative Binomial and Beta-binomial Models


Description

Produces an approximation, better known as the one-step approximation, of the effect on the parameter estimates of a negative binomial or beta-binomial model of deleting each individual in turn. This function also can produce a plot of those effects for a subset of the parameters in the linear predictor.

Usage

## S3 method for class 'overglm'
dfbeta(model, coefs, identify, ...)

Arguments

model

an object of class overglm which is obtained from the fit of a negative binomial or beta-binomial model.

coefs

an (optional) character string which (partially) match the names of some parameters in the linear predictor.

identify

an (optional) integer indicating the number of individuals to identify on the plot of dfbeta. This is only appropriate if the argument coefs is specified.

...

further arguments passed to or from other methods. If coefs is specified then ... may be used to include graphical parameters to customize the plot. For example, col, pch, cex, main, sub, xlab, ylab.

Details

The one-step approximation of the estimates of the parameters in a negative binomial or beta-binomial model when the i-th individual is excluded from the dataset consists of the vector obtained as result of the first iteration of the Newthon-Raphson algorithm when it is performed using: (1) a dataset in which the i-th individual is excluded; and (2) a starting value which is the estimate of the same negative binomial or beta-binomial model but based on the dataset inluding all individuals.

Value

A matrix with so many rows as individuals in the sample and so many columns as parameters. The i-th row of that matrix corresponds to the difference between the estimates of the parameters using all individuals and the one-step approximation of those estimates when the i-th individual is excluded from the dataset.

References

Pregibon D. (1981). Logistic regression diagnostics. The Annals of Statistics, 9, 705-724.

Examples

fit <- glm(cbind(cells,200-cells) ~ tnf + ifn + tnf*ifn, family=binomial, data=cellular)
dfbs <- dfbeta(fit, coefs="tnf:ifn", col="red", lty=1, lwd=1, col.lab="blue",
               col.axis="blue", col.main="black", family="mono", cex=0.8, main="Dfbeta")

glmtoolbox

Set of Tools to Data Analysis using Generalized Linear Models

v0.1.0
GPL-2 | GPL-3
Authors
Luis Hernando Vanegas [aut, cre], Luz Marina Rondón [aut], Gilberto A. Paula [aut]
Initial release

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