eql {JointModeling}R Documentation

Compute the Extended Quasi-Likelihood and the Extended Quasi-Deviance

Description

Compute the Extended Quasi-Likelihood and the Extended Quasi-Deviance for a Joint Model.

Usage

eql(mod.mean, mod.disp, df.adj = TRUE)

Arguments

mod.mean, mod.disp Two fitted GLMs/GAMs correponding to the mean and the dispersion components respectively.
df.adj Logical. If TRUE - the default, adjustment on degree of freedom is applied for the EQD.

Details

The Extended Quasi-Likelihood (EQL) generalizes the Quasi-Likelihood as it behaves as a likelihood function on both mean and dispersion parameters. The Extended Quasi-Deviance is defined as

sum_i d_i + sum_i phi_i log( 2π phi_i V(y_i) )

where d_i is the deviance contribution of the i-th observation, phi_i is the fitted values of dispersion parameter for the i-th observation, V is the variance function of the mean GLM and y_i is the i-th observation.

Value

This function returns the Extended Quasi-Likelihood and the Extended Quasi-Deviance for a joint model.

Author(s)

Mathieu Ribatet and Bertrand Iooss

References

McCullagh P. and Nelder J. A. (1987). Generalized Linear Models Second Edition. London: Chapman and Hall. ISBN 0-412-31760-5.


[Package JointModeling version 1.0-0 Index]