zeroinfl.control {pscl} | R Documentation |
Various parameters that control fitting of zero-inflated regression models
using zeroinfl
.
zeroinfl.control(method = "BFGS", maxit = 10000, trace = FALSE, EM = FALSE, start = NULL, ...)
method |
characters string specifying the method argument
passed to optim . |
maxit |
integer specifying the maxit argument (maximal number
of iterations) passed to optim . |
trace |
logical or integer controlling whether tracing information on
the progress of the optimization should be produced (passed to optim ). |
EM |
logical. Should starting values be estimated by the EM (expectation maximization) algorithm? See details. |
start |
an optional list with elements "count" and "zero"
(and potentially "theta" ) containing the coefficients for the corresponding component. |
... |
arguments passed to optim . |
All parameters in zeroinfl
are estimated by maximum likelihood
using optim
with control options set in zeroinfl.control
.
Most arguments are passed on directly to optim
, only trace
is also
used within zeroinfl
and EM
/start
control the choice
of starting values for calling optim
.
Starting values can be supplied, estimated by the EM (expectation maximization)
algorithm, or by glm.fit
(the default). The latter corresponds
to the first iteration of the EM algorithm and initializes the unobserved state
as y > 0
, i.e., all zeros are in the perfect component and only the non-zero
counts in the count component. Standard errors are derived numerically using
the Hessian matrix returned by optim
. To supply starting
values, start
should be a list with elements "count"
and "zero"
and potentially "theta"
(for negative binomial components only) containing
the starting values for the coefficients of the corresponding component of the
model.
A list with the arguments specified.
Achim Zeileis <Achim.Zeileis@R-project.org>
data("bioChemists", package = "pscl") ## default start values fm1 <- zeroinfl(art ~ ., data = bioChemists) ## use EM algorithm for start values fm2 <- zeroinfl(art ~ ., data = bioChemists, EM = TRUE) ## user-supplied start values fm3 <- zeroinfl(art ~ ., data = bioChemists, start = list(count = c(0.7, -0.2, 0.1, -0.2, 0, 0), zero = -1.7))