Coef.rrvglm-class {VGAM} | R Documentation

## Class “Coef.rrvglm”

### Description

The most pertinent matrices and other quantities pertaining to a RR-VGLM.

### Objects from the Class

Objects can be created by calls of the form `Coef(object, ...)` where `object` is an object of class `rrvglm` (see `rrvglm-class`).

In this document, M is the number of linear predictors and n is the number of observations.

### Slots

`A`:
  Of class `"matrix"`, A.
`B1`:
  Of class `"matrix"`, B1.
`C`:
  Of class `"matrix"`, C.
`Rank`:
  The rank of the RR-VGLM.
`colx1.index`:
  Index of the columns of the `"vlm"`-type model matrix corresponding to the variables in x1. These correspond to B1.
`colx2.index`:
  Index of the columns of the `"vlm"`-type model matrix corresponding to the variables in x2. These correspond to the reduced-rank regression.
`Atilde`:
  Object of class `"matrix"`, the A matrix with the corner rows removed. Thus each of the elements have been estimated. This matrix is returned only if corner constraints were used.

### Author(s)

Thomas W. Yee

### References

Yee, T. W. and Hastie, T. J. (2003) Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.

### See Also

`Coef.rrvglm`, `rrvglm`, `rrvglm-class`, `print.Coef.rrvglm`.

### Examples

    # Rank-1 stereotype model of Anderson (1984)
    n = nrow(pneumo)
    pneumo = transform(pneumo, let=log(exposure.time), x1=runif(n), x2=runif(n))
    fit = rrvglm(cbind(normal,mild,severe) ~ let + x1 + x2, multinomial, pneumo)
    coef(fit, mat=TRUE)
    Coef(fit)
    print(Coef(fit), digits=3)

[Package VGAM version 0.7-9 Index]