glmx: hetglm.control – R documentation

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glmx

hetglm.control

Control Parameters for Heteroskedastic Binary Response GLMs

Description

Various parameters that control fitting of heteroskedastic binary response models using hetglm.

Usage

hetglm.control(method = "nlminb", maxit = 1000,
  hessian = FALSE, trace = FALSE, start = NULL, ...)

Arguments

`method`	characters string specifying the `method` argument passed to `optim`.
`maxit`	integer specifying the `maxit` argument (maximal number of iterations) passed to `optim`.
`hessian`	logical. Should the numerical Hessian matrix from the `optim` output be used for estimation of the covariance matrix? Currently, this must not be modified.
`trace`	logical or integer controlling whether tracing information on the progress of the optimization should be produced (passed to `optim`).
`start`	an optional vector with starting values for all parameters (including phi).
`...`	arguments passed to `optim`.

Details

All parameters in hetglm are estimated by maximum likelihood using optim with control options set in hetglm.control. Most arguments are passed on directly to optim, only start controls how optim is called.

Starting values can be supplied via start or estimated by glm.fit, using the homoskedastic model. Covariances are derived numerically using the Hessian matrix returned by optim.

Value

A list with the arguments specified.