R: Likelihood calculation function for the direct approach with stratification

MLdirectInf {missreg}

R Documentation

Likelihood calculation function for the direct approach with stratification

Description

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.

Usage

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(...), ...)

Arguments

`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.

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 direct approach. It calls the inner function ML2directInf to evaluate l^(s)(theta,delta^(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 `deltamat` values from previous iteration.

Author(s)

Chris Wild, Yannan Jiang

References

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