Calculates signed root deviance profiles given a glm or lm object. The profiled parameters of interest are defined by providing a contrast matrix.
Usage
mcprofile(object, CM, control = mcprofileControl(), grid=NULL)
## S3 method for class 'lm'
mcprofile(object, CM, control=mcprofileControl(), grid=NULL)
## S3 method for class 'glm'
mcprofile(object, CM, control=mcprofileControl(), grid=NULL)
Arguments
object
An object of class glm or lm
CM
A contrast matrix for the definition of parameter linear
combinations (CM %*% coefficients(object)). The number of columns should be equal to the number of estimated parameters. Providing row names is recommendable.
control
A list with control arguments. See mcprofileControl.
grid
A matrix or list with profile support coordinates. Each
column of the matrix or slot in a list corresponds to a row in the
contrast matrix, each row of the grid matrix or element of a numeric
vector in each list slot corresponds to a candidate of the contrast
parameter. If NULL (default), a grid is found automatically similar to
function profile.glm.
Details
The profiles are calculates separately for each row of the
contrast matrix. The profiles are calculated by constrained IRWLS
optimization, implemented in function orglm, using the quadratic programming algorithm of package quadprog.
Value
An object of class mcprofile. The slot srdp contains the
profiled signed root deviance statistics. The optpar slot
contains a matrix with profiled parameter estimates.