Title: | Bias Correction via Iterative Bootstrap |
---|---|
Description: | An implementation of the iterative bootstrap procedure of Kuk (1995) <doi:10.1111/j.2517-6161.1995.tb02035.x> to correct the estimation bias of a fitted model object. This procedure has better bias correction properties than the bootstrap bias correction technique. |
Authors: | Samuel Orso [aut, cre], Stéphane Guerrier [ctb], Yuming Zhang [ctb] |
Maintainer: | Samuel Orso <[email protected]> |
License: | GPL (>= 2) |
Version: | 0.2.0 |
Built: | 2024-11-03 04:05:51 UTC |
Source: | https://github.com/smac-group/ib |
Method for generating parametric bootstrap estimates from a fitted model.
bootstrap(object, B = 1000, extra_param = FALSE, ...)
bootstrap(object, B = 1000, extra_param = FALSE, ...)
object |
an |
B |
an |
extra_param |
if |
... |
additional optional arguments to pass to |
This method is a simple wrapper around the ib
method
where number of iterations is set to 1.
A matrix
p (size of parameter) times B of bootstrapped estimates.
Samuel Orso
Method for extracting coefficients from an object in class union "Ib"
## S4 method for signature 'Ib' coef(object, ...)
## S4 method for signature 'Ib' coef(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |
Method for extracting effects from an object in class union "Ib"
## S4 method for signature 'Ib' effects(object, ...)
## S4 method for signature 'Ib' effects(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |
Method for extracting fitted values from an object in class union "Ib"
## S4 method for signature 'Ib' fitted(object, ...)
## S4 method for signature 'Ib' fitted(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |
Method for obtaining estimates from fitted model within any object of class union Ib.
getEst(x) ## S4 method for signature 'Ib' getEst(x)
getEst(x) ## S4 method for signature 'Ib' getEst(x)
x |
an object of class union "Ib" |
This methods allow to access extra parameter
estimates. If extra_param=TRUE
, it becomes equivalent
to coef
.
an estimate (as in getExtra
).
Method for obtaining a extra values generated by the iterative bootstrap procedure within any object of class union Ib.
getExtra(x) ## S4 method for signature 'Ib' getExtra(x)
getExtra(x) ## S4 method for signature 'Ib' getExtra(x)
x |
an object of class union "Ib" |
a list
with the following components:
iteration | number of iterations ( ) |
of | value of the objective function
|
estimate | value of the estimates
|
test_theta | value for difference of thetas:
|
ib_warn | optional warning message |
boot | matrix of bootstrap estimates:
|
Method for obtaining the number of iteration from fitted model within any object of class union Ib.
getIteration(x) ## S4 method for signature 'Ib' getIteration(x)
getIteration(x) ## S4 method for signature 'Ib' getIteration(x)
x |
an object of class union "Ib" |
This methods allow to access extra information about the number of iterations.
a number of iterations (as in getExtra
).
Method for obtaining a fitted model within any object of class union Ib.
getObject(x) ## S4 method for signature 'Ib' getObject(x)
getObject(x) ## S4 method for signature 'Ib' getObject(x)
x |
an object of class union "Ib" |
ib
is used to correct the bias of a fitted model object
with the iterative bootstrap procedure.
ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'betareg' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'glm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'lm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'lmerMod' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'nls' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'vglm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...)
ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'betareg' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'glm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'lm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'lmerMod' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'nls' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...) ## S4 method for signature 'vglm' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...)
object |
an |
thetastart |
an optional starting value for the iterative procedure.
If |
control |
a |
extra_param |
if |
... |
additional optional arguments (see 'Details'). |
The iterative bootstrap procedure is described in Kuk (1995) and further studied by Guerrier et al. (2019) and Guerrier et al. (2020). The kth iteration of this algorithm is
for and where the sum is over
.
The estimate
is provided by the
object
.
The value is a parametric bootstrap
estimate where the bootstrap sample is generated from
and a fixed
seed
(see ibControl
).
The greater the parameter value generally the better bias correction
but the more computation it requires (see
ibControl
).
If thetastart=NULL
, the initial value of the procedure is .
The number of iterations are controlled by
maxit
parameter of ibControl
.
By default, the method correct coefficients
only. For
extra parameters, it depends on the model. These extra parameters may have
some constraints (e.g. positivity). If constraint=TRUE
(see
ibControl
), then a transformation from the constraint space to the
real is used for the update.
For betareg, extra_param
is not available
as by default mean and precision parameters are corrected.
Currently the 'identity' link function is not supported for precision
parameters.
For glm, if extra_param=TRUE
: the shape parameter for the
Gamma
, the variance of the residuals in lm
or
the overdispersion parameter of the negative binomial regression in glm.nb
,
are also corrected. Note that the quasi
families
are not supported for the moment as they have no simulation method
(see simulate
). Bias correction for extra parameters
of the inverse.gaussian
is not yet implemented.
For lm, if extra_param=TRUE
: the variance of the residuals is
also corrected. Note that using the ib
is not useful as coefficients
are already unbiased, unless one considers different
data generating mechanism such as censoring, missing values
and outliers (see ibControl
).
For lmer
, by default, only the fixed effects are corrected.
If extra_param=TRUE
: all the random effects
(variances and correlations) and the variance
of the residuals are also corrected.
Note that using the ib
is
certainly not useful with the argument REML=TRUE
in
lmer
as the bias of variance components is
already addressed, unless one considers different
data generating mechanism such as censoring, missing values
and outliers (see ibControl
).
For nls, if extra_param=TRUE
: the variance of the residuals is
also corrected.
For vglm, extra_param
is currently not used.
Indeed, the philosophy of a vector generalized linear model is to
potentially model all parameters of a distribution with a linear predictor.
Hence, what would be considered as an extra parameter in glm
for instance, may already be captured by the default coefficients
.
However, correcting the bias of a coefficients
does not imply
that the bias of the parameter of the distribution is corrected
(by Jensen's inequality),
so we may use this feature in a future version of the package.
Note that we currently only support distributions
with a simslot
(see simulate.vlm
).
A fitted model object
of class Ib.
Samuel Orso
Guerrier S, Dupuis-Lozeron E, Ma Y, Victoria-Feser M (2019).
“Simulation-Based Bias Correction Methods for Complex Models.”
Journal of the American Statistical Association, 114(525), 146-157.
doi:10.1080/01621459.2017.1380031, https://doi.org/10.1080/01621459.2017.1380031.
Guerrier S, Karemera M, Orso S, Victoria-Feser M, Zhang Y (2020).
“A General Approach for Simulation-based Bias Correction in High Dimensional Settings.”
https://arxiv.org/pdf/2010.13687.pdf.
Version 2: 13 Nov 2020, 2010.13687, https://arxiv.org/pdf/2010.13687.pdf.
Kuk AYC (1995).
“Asymptotically Unbiased Estimation in Generalized Linear Models with Random Effects.”
Journal of the Royal Statistical Society: Series B (Methodological), 57(2), 395-407.
doi:10.1111/j.2517-6161.1995.tb02035.x, https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/j.2517-6161.1995.tb02035.x, https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.2517-6161.1995.tb02035.x.
## beta regression library(betareg) data("GasolineYield", package = "betareg") ## currently link.phi = "identity" is not supported ## fit_beta <- betareg(yield ~ batch + temp, data = GasolineYield) fit_beta <- betareg(yield ~ batch + temp, link.phi = "log", data = GasolineYield) fit_ib <- ib(fit_beta) # precision parameter can also depend on covariates fit_beta <- betareg(yield ~ batch + temp | temp, data = GasolineYield) fit_ib <- ib(fit_beta) ## poisson regression counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) pois_fit <- glm(counts ~ outcome + treatment, family = poisson()) fit_ib <- ib(pois_fit) summary(fit_ib) ## Set H = 1000 ## Not run: fit_ib <- ib(pois_fit, control=list(H=1000)) summary(fit_ib) ## End(Not run) ## gamma regression clotting <- data.frame( u = c(5,10,15,20,30,40,60,80,100), lot1 = c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12)) fit_gamma <- glm(lot2 ~ log(u), data = clotting, family = Gamma(link = "inverse")) fit_ib <- ib(fit_gamma) ## summary(fit_ib) ## correct for shape parameter and show iterations ## Not run: fit_ib <- ib(fit_gamma, control=list(verbose=TRUE), extra_param = TRUE) summary(fit_ib) ## End(Not run) ## negative binomial regression library(MASS) fit_nb <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), data = quine) fit_ib <- ib(fit_nb) ## summary(fit_ib) ## correct for overdispersion with H=100 ## Not run: fit_ib <- ib(fit_nb, control=list(H=100), extra_param = TRUE) summary(fit_ib) ## End(Not run) ## linear regression fit_lm <- lm(disp ~ cyl + hp + wt, data = mtcars) fit_ib <- ib(fit_lm) summary(fit_ib) ## correct for variance of residuals fit_ib <- ib(fit_lm, extra_param = TRUE) summary(fit_ib) ## linear mixed-effects regression library(lme4) fit_lmm <- lmer(Reaction ~ Days + (Days | Subject), data = sleepstudy, REML = FALSE) fit_ib <- ib(fit_lmm) summary(fit_ib) ## correct for variances and correlation ## Not run: fit_ib <- ib(fit_lmm, extra_param = TRUE) summary(fit_ib) ## End(Not run) ## nonlinear regression DNase1 <- subset(DNase, Run == 1) fit_nls <- nls(density ~ SSlogis(log(conc), Asym, xmid, scal), data = DNase1) fit_ib <- ib(fit_nls) summary(fit_ib) ## student regression library(VGAM) tdata <- data.frame(x = runif(nn <- 1000)) tdata <- transform(tdata, y = rt(nn, df = exp(exp(0.5 - x)))) fit_vglm <- vglm(y ~ x, studentt3, data = tdata) fit_ib <- ib(fit_vglm) summary(fit_ib)
## beta regression library(betareg) data("GasolineYield", package = "betareg") ## currently link.phi = "identity" is not supported ## fit_beta <- betareg(yield ~ batch + temp, data = GasolineYield) fit_beta <- betareg(yield ~ batch + temp, link.phi = "log", data = GasolineYield) fit_ib <- ib(fit_beta) # precision parameter can also depend on covariates fit_beta <- betareg(yield ~ batch + temp | temp, data = GasolineYield) fit_ib <- ib(fit_beta) ## poisson regression counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) pois_fit <- glm(counts ~ outcome + treatment, family = poisson()) fit_ib <- ib(pois_fit) summary(fit_ib) ## Set H = 1000 ## Not run: fit_ib <- ib(pois_fit, control=list(H=1000)) summary(fit_ib) ## End(Not run) ## gamma regression clotting <- data.frame( u = c(5,10,15,20,30,40,60,80,100), lot1 = c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12)) fit_gamma <- glm(lot2 ~ log(u), data = clotting, family = Gamma(link = "inverse")) fit_ib <- ib(fit_gamma) ## summary(fit_ib) ## correct for shape parameter and show iterations ## Not run: fit_ib <- ib(fit_gamma, control=list(verbose=TRUE), extra_param = TRUE) summary(fit_ib) ## End(Not run) ## negative binomial regression library(MASS) fit_nb <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), data = quine) fit_ib <- ib(fit_nb) ## summary(fit_ib) ## correct for overdispersion with H=100 ## Not run: fit_ib <- ib(fit_nb, control=list(H=100), extra_param = TRUE) summary(fit_ib) ## End(Not run) ## linear regression fit_lm <- lm(disp ~ cyl + hp + wt, data = mtcars) fit_ib <- ib(fit_lm) summary(fit_ib) ## correct for variance of residuals fit_ib <- ib(fit_lm, extra_param = TRUE) summary(fit_ib) ## linear mixed-effects regression library(lme4) fit_lmm <- lmer(Reaction ~ Days + (Days | Subject), data = sleepstudy, REML = FALSE) fit_ib <- ib(fit_lmm) summary(fit_ib) ## correct for variances and correlation ## Not run: fit_ib <- ib(fit_lmm, extra_param = TRUE) summary(fit_ib) ## End(Not run) ## nonlinear regression DNase1 <- subset(DNase, Run == 1) fit_nls <- nls(density ~ SSlogis(log(conc), Asym, xmid, scal), data = DNase1) fit_ib <- ib(fit_nls) summary(fit_ib) ## student regression library(VGAM) tdata <- data.frame(x = runif(nn <- 1000)) tdata <- transform(tdata, y = rt(nn, df = exp(exp(0.5 - x)))) fit_vglm <- vglm(y ~ x, studentt3, data = tdata) fit_ib <- ib(fit_vglm) summary(fit_ib)
ib
method for negbin
object
from glm.nb
function of MASS
package.ib
method for negbin
object
from glm.nb
function of MASS
package.
## S4 method for signature 'negbin' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...)
## S4 method for signature 'negbin' ib(object, thetastart = NULL, control = list(...), extra_param = FALSE, ...)
object |
an |
thetastart |
an optional starting value for the iterative procedure.
If |
control |
a |
extra_param |
if |
... |
additional optional arguments (see 'Details'). |
ib
Members of the union are IbBetareg, IbGlm, IbLm, IbLmer, IbNegbin, IbNls, IbVglm
The 'Functions' section describes members of the class union.
Each member of the union has a slot
with the initial object
corrected by the ib
(see getObject
) and a second slot
with
extra meta data from ib
(see getExtra
).
IbBetareg-class
: fitted model by betareg
from betareg
IbGlm-class
: fitted model by glm
from stats
IbLm-class
: fitted model by lm
from stats
IbLmer-class
: fitted model by lmer
from lme4
IbNegbin-class
: fitted model by glm.nb
from MASS
IbNls-class
: fitted model by nls
from stats
IbVglm-class
: fitted model by vglm
from VGAM
Samuel Orso
Auxiliary function for ib
bias correction.
ibControl( tol = 1e-05, maxit = 25, verbose = FALSE, seed = 123L, H = 1L, constraint = TRUE, early_stop = FALSE, cens = FALSE, right = NULL, left = NULL, mis = FALSE, prop = NULL, out = FALSE, eps = NULL, G = NULL, func = function(x) rowMeans(x, na.rm = T), sim = NULL )
ibControl( tol = 1e-05, maxit = 25, verbose = FALSE, seed = 123L, H = 1L, constraint = TRUE, early_stop = FALSE, cens = FALSE, right = NULL, left = NULL, mis = FALSE, prop = NULL, out = FALSE, eps = NULL, G = NULL, func = function(x) rowMeans(x, na.rm = T), sim = NULL )
tol |
positive convergence tolerance |
maxit |
|
verbose |
if |
seed |
|
H |
|
constraint |
if |
early_stop |
if |
cens |
if |
right |
|
left |
|
mis |
if |
prop |
|
out |
if |
eps |
|
G |
a |
func |
a |
sim |
a user-defined function for simulating responses (see 'Details') |
sim
allows the user to provide its own function for generating
responses. Currently it is only supported for generalized linear models with
the prototype 'fun(object, control, extra_param, ...)' (see ib
).
a list with components named as the arguments.
ib
, the iterative procedure for bias correction.
Method for plotting an object in class union "Ib"
## S4 method for signature 'Ib,ANY' plot(x, y = NULL, ...)
## S4 method for signature 'Ib,ANY' plot(x, y = NULL, ...)
x |
an object of class union "Ib" |
y |
not used |
... |
further arguments to pass to |
Method for making predictions from an object in class union "Ib"
## S4 method for signature 'Ib' predict(object, ...)
## S4 method for signature 'Ib' predict(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |
Method for extracting residuals from an object in class union "Ib"
## S4 method for signature 'Ib' residuals(object, ...)
## S4 method for signature 'Ib' residuals(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |
Method for printing object in class union "Ib"
## S4 method for signature 'Ib' show(object)
## S4 method for signature 'Ib' show(object)
object |
an object of class union "Ib" |
Method for printing a summary
of
class union SummaryIb.
## S4 method for signature 'SummaryIb' show(object)
## S4 method for signature 'SummaryIb' show(object)
object |
a summary object of member of SummaryIb |
Method for simulating responses from an object.
simulation(object, control = list(...), ...) ## S4 method for signature 'Ib' simulation(object, control = list(...), ...)
simulation(object, control = list(...), ...) ## S4 method for signature 'Ib' simulation(object, control = list(...), ...)
object |
an object of class union "Ib" |
control |
a control list |
... |
further argument to pass |
simulated responses.
## bootstrap poisson regression counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) pois_fit <- glm(counts ~ outcome + treatment, family = poisson()) ## make 100 paramtric bootstrap replicates boot_dist <- simulate(pois_fit, nsim = 100)
## bootstrap poisson regression counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) pois_fit <- glm(counts ~ outcome + treatment, family = poisson()) ## make 100 paramtric bootstrap replicates boot_dist <- simulate(pois_fit, nsim = 100)
simulation method for class IbBetareg
## S4 method for signature 'betareg' simulation(object, control = list(...), extra = NULL, ...)
## S4 method for signature 'betareg' simulation(object, control = list(...), extra = NULL, ...)
object |
an object of class IbBetareg |
control |
a |
extra |
|
... |
further arguments |
simulation method for class IbGlm
## S4 method for signature 'glm' simulation(object, control = list(...), extra = NULL, ...)
## S4 method for signature 'glm' simulation(object, control = list(...), extra = NULL, ...)
object |
an object of class IbGlm |
control |
a |
extra |
|
... |
further arguments |
simulation method for class IbLm
## S4 method for signature 'lm' simulation(object, control = list(...), std = NULL, ...)
## S4 method for signature 'lm' simulation(object, control = list(...), std = NULL, ...)
object |
an object of class IbLm |
control |
a |
std |
|
... |
further arguments |
simulation method for class IbLmer
## S4 method for signature 'lmerMod' simulation(object, control = list(...), ...)
## S4 method for signature 'lmerMod' simulation(object, control = list(...), ...)
object |
an object of class IbLmer |
control |
a |
... |
further arguments. |
simulation method for class IbNegbin
## S4 method for signature 'negbin' simulation(object, control = list(...), extra = NULL, ...)
## S4 method for signature 'negbin' simulation(object, control = list(...), extra = NULL, ...)
object |
an object of class IbNegbin |
control |
a |
extra |
|
... |
further arguments |
simulation method for class IbNls
## S4 method for signature 'nls' simulation(object, control = list(...), std = NULL, ...)
## S4 method for signature 'nls' simulation(object, control = list(...), std = NULL, ...)
object |
an object of class IbNls |
control |
a |
std |
|
... |
further arguments |
simulation method for class IbVglm
## S4 method for signature 'vglm' simulation(object, control = list(...), extra_param = NULL, ...)
## S4 method for signature 'vglm' simulation(object, control = list(...), extra_param = NULL, ...)
object |
an object of class IbVglm |
control |
a |
extra_param |
|
... |
further arguments |
summary method for class IbBetareg
## S4 method for signature 'IbBetareg' summary(object, ...)
## S4 method for signature 'IbBetareg' summary(object, ...)
object |
an object of class IbBetareg |
... |
further arguments passed to |
summary method for class IbGlm
## S4 method for signature 'IbGlm' summary(object, ...)
## S4 method for signature 'IbGlm' summary(object, ...)
object |
an object of class IbGlm |
... |
further arguments passed to |
summary method for class IbLm
## S4 method for signature 'IbLm' summary(object, ...)
## S4 method for signature 'IbLm' summary(object, ...)
object |
an object of class IbLm |
... |
further arguments passed to |
summary method for class IbLmer
## S4 method for signature 'IbLmer' summary(object, ...)
## S4 method for signature 'IbLmer' summary(object, ...)
object |
an object of class IbLmer |
... |
further arguments passed to |
summary method for class IbNegbin
## S4 method for signature 'IbNegbin' summary(object, ...)
## S4 method for signature 'IbNegbin' summary(object, ...)
object |
an object of class IbNegbin |
... |
further arguments passed to |
summary method for class IbNls
## S4 method for signature 'IbNls' summary(object, ...)
## S4 method for signature 'IbNls' summary(object, ...)
object |
an object of class IbNls |
... |
further arguments passed to |
summary method for class IbVglm
## S4 method for signature 'IbVglm' summary(object, ...)
## S4 method for signature 'IbVglm' summary(object, ...)
object |
an object of class IbVglm |
... |
further arguments passed to |
summary
Members of the union are SummaryIbBetareg, SummaryIbGlm, SummaryIbLm, SummaryIbLmer, SummaryIbNegbin, SummaryIbNls, SummaryIbVglm iterative bootstrap procedure
The 'Functions' section describes members of the class union.
SummaryIbBetareg-class
: summary of class summary.betareg
from betareg
SummaryIbGlm-class
: summary of class summary.glm
from stats
SummaryIbLm-class
: summary of class summary.lm
from stats
SummaryIbLmer-class
: summary of class summary.merMod
from lme4
SummaryIbNegbin-class
: summary of class summary.negbin
from MASS
SummaryIbNls-class
: summary of class summary.nls
from stats
SummaryIbVglm-class
: summary of class summary.vglm
from VGAM
Samuel Orso
Method for calculating covariance matrix from an object in class union "Ib"
## S4 method for signature 'Ib' vcov(object, ...)
## S4 method for signature 'Ib' vcov(object, ...)
object |
an object of class union "Ib" |
... |
further arguments to pass to |