MLInf                package:missreg                R Documentation

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_D_e_s_c_r_i_p_t_i_o_n:

     An outer function of 'ML2Inf' to provide the value, score vector
     and information matrix at 'theta' for the so-called profile
     loglikelihood 'l_P(theta)' of the form  'l*(theta, Q)' with
     strtified two-phase sampled data. It reduces to an unstratified 
     approach when nstrata=1.

_U_s_a_g_e:

     MLInf(theta, nderivs = 2, ProspModInf, StratModInf, x, y, 
           Aposn, Acounts, Bposn, Bcounts, rmat, Qmat, 
           xStrat = rep(1, dim(x)[1]), extra = NULL, 
           off.set = matrix(0, dim(x)[1], dim(x)[3]), 
           control.inner = mlefn.control.inner(...), ...)

_A_r_g_u_m_e_n_t_s:

   theta: Starting values for parameter 'theta' in the regression
          model.  See 'ML2Inf' for details. 

 nderivs: Number of derivatives to be calculated. 

ProspModInf: See 'ML2Inf'. 

StratModInf: See 'ML2Inf'. 

       x: See 'ML2Inf'. 

       y: See 'ML2Inf'. 

   Aposn: See 'ML2Inf'. 

 Acounts: See 'ML2Inf'. 

   Bposn: See 'ML2Inf'. 

 Bcounts: See 'ML2Inf'. 

    rmat: The 'r_k^(s)' provided in a matrix form (K*S) with S  the
          number of strata and K number of distinct 'h'-values
          observed.

    Qmat: The 'Q_k^(s)' provided in a matrix form (K*S). 

  xStrat: A vector of values 1 to S specifying the stratum membership
          of  each observation.

   extra: Provides Qmat from last iteration as starting values for next
           inner iterative loop in 'mlefn' function call.

 off.set: See 'ML2Inf'. 

control.inner: See 'ML2Inf'. 

     ...: Further arguments passed to or from related functions. 

_D_e_t_a_i_l_s:

     This is the direct function called by 'mlefn' to calculate the
     value,  score vector and observed information matrix at 'theta'
     for the so-called profile loglikelihood 'l_P(theta)' using the
     discrete partition version.  It calls the inner function 'ML2Inf'
     to evaluate  'l*^(s)(theta,Q^(s))' within each s-stratum.

_V_a_l_u_e:

     A list with the following components. 

   loglk: Log-likelihood obtained from the current 'theta' values.

   score: Score vector obtained from the current 'theta' values when 
          'nderivs>=1'; 'NULL' otherwise.

     inf: Observed information matrix obtained from the current 'theta'
          values when 'nderivs=2'; 'NULL' otherwise.

   extra: A list providing updated Qmat values from previous iteration.

_A_u_t_h_o_r(_s):

     Chris Wild, Yannan Jiang

_R_e_f_e_r_e_n_c_e_s:

     Description of the 'missreg' Library, Wild and Jiang, 2007.

_S_e_e _A_l_s_o:

     'ML2Inf'; 'mlefn'

