R: Likelihood calculation function for the discrete partition version with stratification

MLInf {missreg}

R Documentation

Likelihood calculation function for the discrete partition version with stratification

Description

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.

Usage

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(...), ...)

Arguments

`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.

Details

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.

Value

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.

Author(s)

Chris Wild, Yannan Jiang

References

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