R: Beta-Binomial Model for Proportions

betabin {aod}

R Documentation

Beta-Binomial Model for Proportions

Description

Fits a beta-binomial generalized linear model accounting for overdispersion in clustered binomial data (n, y).

Usage

  betabin(formula, random, data, link = c("logit", "cloglog"), phi.ini = NULL,
          warnings = FALSE, na.action = na.omit, fixpar = list(),
          hessian = TRUE, control = list(maxit = 2000), ...)

Arguments

`formula`	A formula for the fixed effects `b`. The left-hand side of the formula must be of the form `cbind(y, n - y)` where the modelled probability is `y/n`.
`random`	A right-hand formula for the overdispersion parameter(s) φ.
`link`	The link function for the mean p: “logit” or “cloglog”.
`data`	A data frame containing the response (`n` and `y`) and explanatory variable(s).
`phi.ini`	Initial values for the overdispersion parameter(s) φ. Default to 0.1.
`warnings`	Logical to control the printing of warnings occurring during log-likelihood maximization. Default to `FALSE` (no printing).
`na.action`	A function name: which action should be taken in the case of missing value(s).
`fixpar`	A list with 2 components (scalars or vectors) of the same size, indicating which parameters are fixed (i.e., not optimized) in the global parameter vector (b, φ) and the corresponding fixed values. For example, `fixpar = list(c(4, 5), c(0, 0))` means that 4th and 5th parameters of the model are set to 0.
`hessian`	A logical. When set to `FALSE`, the hessian and the variances-covariances matrices of the parameters are not computed.
`control`	A list to control the optimization parameters. See `optim`. By default, set the maximum number of iterations to 2000.
`...`	Further arguments passed to `optim`.

Details

For a given cluster (n, y), the model is:

y | λ ~ Binomial(n, λ)

with λ following a Beta distribution Beta(a1, a2).
If B denotes the beta function, then:

P(λ) = λ^{a1 - 1} * (1 - λ)^{a2 - 1} / B(a1, a2)

E[λ] = a1 / (a1 + a2)

Var[λ] = a1 * a2 / [(a1 + a2 + 1) * (a1 + a2)^2]

The marginal beta-binomial distribution is:

P(y) = C(n, y) * B(a1 + y, a2 + n - y) / B(a1, a2)

The function uses the parameterization p = a1 / (a1 + a2) = h(X b) = h(η) and φ = 1 / (a1 + a2 + 1), where h is the inverse of the link function (logit or complementary log-log), X is a design-matrix, b is a vector of fixed effects, η = X b is the linear predictor and φ is the overdispersion parameter (i.e., the intracluster correlation coefficient, which is here restricted to be positive).
The marginal mean and variance are:

E[y] = n * p

Var[y] = n * p * (1 - p) * [1 + (n - 1) * φ]

The parameters b and φ are estimated by maximizing the log-likelihood of the marginal model (using the function optim). Several explanatory variables are allowed in b, only one in φ.

Value

An object of formal class “glimML”: see glimML-class for details.

Author(s)

Matthieu Lesnoff matthieu.lesnoff@cirad.fr, Renaud Lancelot renaud.lancelot@cirad.fr

References

Crowder, M.J., 1978. Beta-binomial anova for proportions. Appl. Statist. 27, 34-37.
Griffiths, D.A., 1973. Maximum likelihood estimation for the beta-binomial distribution and an application to the household distribution of the total number of cases of disease. Biometrics 29, 637-648.
Prentice, R.L., 1986. Binary regression using an extended beta-binomial distribution, with discussion of correlation induced by covariate measurement errors. J.A.S.A. 81, 321-327.
Williams, D.A., 1975. The analysis of binary responses from toxicological experiments involving reproduction and teratogenicity. Biometrics 31, 949-952.

Examples

  data(orob2)
  fm1 <- betabin(cbind(y, n - y) ~ seed, ~ 1, data = orob2)
  fm2 <- betabin(cbind(y, n - y) ~ seed + root, ~ 1, data = orob2)
  fm3 <- betabin(cbind(y, n - y) ~ seed * root, ~ 1, data = orob2)
  # show the model
  fm1; fm2; fm3
  # AIC
  AIC(fm1, fm2, fm3)
  summary(AIC(fm1, fm2, fm3), which = "AICc")
  # Wald test for root effect
  wald.test(b = coef(fm3), Sigma = vcov(fm3), Terms = 3:4)
  # likelihood ratio test for root effect
  anova(fm1, fm3)
  # model predictions
  New <- expand.grid(seed = levels(orob2$seed),
                     root = levels(orob2$root))
  data.frame(New, predict(fm3, New, se = TRUE, type = "response"))
  # Djallonke sheep data
  data(dja)
  betabin(cbind(y, n - y) ~ group, ~ 1, dja)
  # heterogeneous phi
  betabin(cbind(y, n - y) ~ group, ~ group, dja,
          control = list(maxit = 1000))
  # phi fixed to zero in group TREAT
   betabin(cbind(y, n - y) ~ group, ~ group, dja,
    fixpar = list(4, 0))
  # glim without overdispersion
  summary(glm(cbind(y, n - y) ~ group,
    family = binomial, data = dja))
  # phi fixed to zero in both groups
  betabin(cbind(y, n - y) ~ group, ~ group, dja,
    fixpar = list(c(3, 4), c(0, 0)))

[Package aod version 1.3 Index]