MLdirectInf             package:missreg             R Documentation

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

     An outer function of 'ML2directInf' to provide the value, score
     vector and information matrix at 'theta' for the profile
     loglikelihood 'l_P(theta)' of the form 'l(theta,delta)' with
     stratified two-phase sampled data. It reduces to an unstratified 
     approach when nstrata=1.

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

     MLdirectInf(theta, nderivs = 2, deltamat = NULL, modelfn, 
                 hmodelfn, x, y, xStrat, Aposn, Acounts, Bposn, 
                 Bcounts, hvalue, Cmult, hxStrat, 
                 off.set = matrix(0, dim(x)[1], dim(x)[3]), extra = NULL, 
                 control.inner = mlefn.control.inner(...), ...)

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

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

 nderivs: Number of derivatives to be calculated. See 'ML2directInf'
          for details. 

deltamat: The 'delta_j^(s)' provided in a matrix form (J*S)  with S the
          number of strata and J the number of distinct x-values
          observed.

 modelfn: See 'ML2directInf'. 

hmodelfn: See 'ML2directInf'. 

       x: See 'ML2directInf'. 

       y: See 'ML2directInf'. 

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

   Aposn: A vector specifying the positions of those observations with
          the set of complete (x,y)-values. 

 Acounts: A vector specifying the frequency of each observation ('n_i')
           with the set of complete (x,y)-values. 

   Bposn: A vector specifying the positions of those observations with
          the x-values observed; 'NULL' in prospective sampling.

 Bcounts: A vector specifying the frequency of each observation ('m_j')
          with the x-values observed; 'NULL' in prospective sampling. 

  hvalue: The 'h_k' in the loglikelihood. 

   Cmult: The 'r_k' in the loglikelihood. 

 hxStrat: A vector of value 1 to S specifying the stratum membership of
          each 'hvalue'. 

 off.set: See 'ML2directInf'. 

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

control.inner: See 'ML2directInf'. 

     ...: 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 direct
     approach. It calls the inner function 'ML2directInf'  to evaluate
     'l^(s)(theta,delta^(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 'deltamat' 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:

     'ML2directInf'; 'mlefn'

