get.pseudodata.binomial {icmm} | R Documentation |
For logistic regression, given the current estimates of regression coefficients, working responses and their corresponding weights are obtained.
get.pseudodata.binomial(Y, X, beta0, beta, niter)
Y |
an (n*1) numeric matrix of responses. |
X |
an (n*p) numeric design matrix. |
beta0 |
a scalar value of intercept term. |
beta |
a (p*1) matrix of regression coefficients. |
niter |
number of iterations in ICM/M algorithm. |
Return a list including elements
z |
an (n*1) matrix of working responses |
sigma2 |
an (n*1) matrix of inverse of weights. |
Vitara Pungpapong, Min Zhang, Dabao Zhang
data(simBinomial)
Y<-as.matrix(simBinomial[,1])
X<-as.matrix(simBinomial[,-1])
p<-dim(X)[2]
# Obtain initial values from lasso
data(initbetaBinomial)
initbeta<-as.matrix(initbetaBinomial)
# Get Pseudodata
pseudodata<-get.pseudodata.binomial(Y=Y, X=X, beta0=0, beta=initbeta, niter=1)
z<-pseudodata$z
sigma<-sqrt(pseudodata$sigma2)