Recent Releases of brglm2

brglm2 - brglm2 v1.0.0

brglm2 1.0.0

Improvements, updates and additions

  • Provides mdyplFit() method for the glm() function, which estimates logistic regression models using maximum Diaconis-Ylvisaker prior penalized likelihood, and associated methods. Corrections to estimates, estimated standard errors, z statistics, and so on, can be applied using the developments Sterzinger and Kosmidis (2024, doi:10.48550/arXiv.2311.07419) by setting hd_correction = TRUE in the calls to the summary() and confint() methods for "mdyplFit" objects.

  • Added add1() and drop1() methods for mdyplFit objects.

  • Added MultipleFeatures data set, which is a subset of Duin (1998, doi:10.24432/C5HC70), as analyzed in Sterzinger and Kosmidis (2024, doi:10.48550/arXiv.2311.07419).

  • Documentation updates and documentation of new methods.

- R
Published by ikosmidis 9 months ago

brglm2 - brglm2 v0.9.3

Bug fixes

  • Added add1() and drop1() methods for brglmFit objects, so that step() does not default to the methods for glm objects (which would return nonsense results); thanks to jamiahuswalton@github (https://github.com/ikosmidis/brglm2/issues/33) for reporting the issue.

  • Sane staring values, graceful failing, updates to optimization procedure, and improvements to methods for brnb(); thanks to cperk@github (https://github.com/ikosmidis/brglm2/issues/31) for reporting issues with brnb() when infinite ML estimates are encountered.

Improvements, updates and additions

  • Documentation updates

- R
Published by ikosmidis 10 months ago

brglm2 - brglm2 0.9.2

Improvements, updates and additions

  • Convergence of the brglm_fit iterations is now determined if the L^Inf norm of the step size (rather than the L^1 as it was previously) of the quasi-Fisher scoring procedure is less than epsilon (see ?brglm_control for the definition of epsilon). This is more natural as epsilon then determines directly the precision of the reported estimates and does not depend on their number.

  • brglm_control() now checks that the supplied value of max_step_factor is numeric and greater or equal to 1. If not, then it is set to the default value of 12.

  • Vignette updates

- R
Published by ikosmidis over 1 year ago

brglm2 - brglm2 v0.9.1

brglm2 0.9.1

Other improvements, updates and additions

  • Added the enzymes and hepatitis data sets (from the pmlr) to support examples and tests.

brglm2 0.9.0

New functionality

  • The expo() method for brglmFit and glm objects estimates the exponential of parameters of generalized linear models with maximum likelihood or various mean and median bias reduction methods (see ?expo for details). The expo() method is particularly useful for computing (corrected) estimates of the multiplicative impact of a unit increase on a covariate on the mean of a Poisson log-linear model (family = poisson("log") in glm()) while adjusting for other covariates, the odds ratio associated with a unit increase on a covariate in a logistic regression model (family = binomial("logit") in glm()) while adjusting for other covariates, the relative risk associated with a unit increase on a covariate in a relative risk regression model (family = binomial("log") in glm()) while adjusting for other covariates, among others.

Bug fixes

  • Fixed a bug where the dispersion in the resulting object would not be transformed even if transformation != "identity" when type is ML or AS_median or AS_mixed.

Other improvements, updates and additions

  • Moved unit tests to tinytest.

  • Moved documentation to markdown markup through roxygen2.

  • New vignette titled "Estimating the exponential of regression parameters using brglm2", to demonstrate the expo() method.

  • Various documentation fixes.

- R
Published by ikosmidis over 3 years ago

brglm2 - brglm2 v0.8.2

brglm2 0.8.2

Other improvements, updates and additions

  • Housekeeping.
  • Removed lpSolveAPI from imports.

brglm2 0.8.1

Bug fixes

  • Fixed a bug when predicting from bracl objects with non-identifiable parameters.

Other improvements, updates and additions

  • Work on output consistently from print() methods for summary.XYZ objects; estimator type is now printed and other fixes.

  • Enriched warning when algorithm does not converge with more informative text.

  • Documentation fixes and updates

- R
Published by ikosmidis over 4 years ago

brglm2 - brglm2 v0.8.0

New functionality

  • brnb() allows fitting negative binomial regression models using implicit and explicit bias reduction methods. See vignettes for a case study.
  • simulate() method for objects of class brmultinom and bracl
  • ordinal_superiority() method to estimate Agresti and Kateri (2017)'s ordinal superiority measures, and compute bias corrections for those.

Bug fixes

  • Fixed a bug that would return an error when Wald.ratios = TRUE in summary.brmultinom.
  • Fixed bug in vcov.bracl that would return an error if the "bracl" object was computed using bracl() with parallel = TRUE and one covariate.
  • Fixed a bug in bracl() related to the handling or zero weights that could result in hard-to-traceback errors.
  • Fixed a bug in bracl() that could cause errors in fits with one covariate.
  • brglmFit() iteration returns last estimates that worked if iteration fails.

Other improvements, updates and additions

  • Documentation and example updates.

- R
Published by ikosmidis almost 5 years ago

brglm2 - brglm2 v0.7.1

Bug fixes

  • Fixed bug where confint() was not returning anything when applied to objects of class brmultinom.
  • Fixed bug where and error could result when the control glm(). argument was specified using the output from brglmControl() or brglm_control().

New functionality

  • added check_aliasing option in brglmControl() to tell brglm_fit() to skip (check_aliasing = TRUE) or not (check_aliasing = FALSE) rank deficiency checks (through a QR decomposition of the model matrix), saving some computational effort.

Other improvements, updates and additions

  • Updated DOI links in documentation and some http -> https fixes.

- R
Published by ikosmidis over 5 years ago

brglm2 - brglm2 v0.7.0

Bug fixes

  • Fixed bug that resulted in NA coefficients when brglmFit was called with a vector x or an x with no column names

New functionality

  • confint method for brmulitnom objects

Other improvements, updates and additions

- R
Published by ikosmidis over 5 years ago

brglm2 - brglm2 v0.6.2

Other improvements, updates and additions

  • vcov.brglmFit objects now uses vcov.summary.glm and supports the complete argument for controlling whether the variance covariance matrix should include rows and columns for aliased parameters.
  • Deprecated detect_sepration and check_infinite_estimates, which will be removed from brglm2 at version 0.8. New versions of detect_sepration and check_infinite_estimates are now maintained in the detectseparation R package.
  • Fixed typos in NEWS.

- R
Published by ikosmidis about 6 years ago

brglm2 - brglm2 v0.6.1

Bug fixes

  • Fixed bug in AIC reported by print.summary for brmultinom and bracl
  • detect_separation now handles one-column model matrices correctly

Other improvements, updates and additions

  • Documentation improvements and typo fixes

- R
Published by ikosmidis about 6 years ago

brglm2 - brglm2 v0.6

New functionality

  • brglmFit can now do maximum penalized likelihood with powers of the Jeffreys prior as penalty (type = "MPL_Jeffreys) for all supported generalized linear models. See brglmControl and brglmFit for details.

Other improvements, updates and additions

  • Documentation updates and improvements
  • Updated vignettes to include maximum penalized likelihood with powers of the Jeffreys prior as penalty
  • New examples in ?brglmFit

- R
Published by ikosmidis over 6 years ago

brglm2 - brglm2 v0.5.2

Bug fixes

  • print.brmultinom is now exported, so bracl and brmultinom fits print correctly

New functionality

  • Added response_adjustment argument in brglmControl to allow for more fine-tuning of the starting values when brglmFit is called with start = NULL

Other improvements, updates and additions

  • Documentation updates and improvements
  • Added Kosmidis et al (2019) in the description file
  • Added tests for brglmControl

- R
Published by ikosmidis over 6 years ago

brglm2 - Adjacent category logit models, custom link functions, misclassification and many under the hood improvements

brglm 0.5.1

Other improvements, updates and additions

  • Fixed typos in vignettes and documentation
  • Added ORCHID for Ioannis Kosmidis in DESCRIPTION

brglm 0.5.0

Bug fixes

  • brglmFit now works as expected with custom link functions (mean and median bias reduction)
  • brglmFit respects the specification of the transformation argument in brglmControl
  • Fixed bug in the computation of the QR decomposition under aliasing in brglmFit
  • Other minor bug fixes and performance improvements
  • Protection against use of quasi, quasibinomial and quasibinomial families and documentation update.

New functionality

  • Added bracl for fitting adjacent category logit models for ordinal responses using maximum likelihood, mean bias reduction, and median bias reduction and associated methods (logLik, summary and so on)
  • Added predict methods for brmultinom and bracl @ Added residuals methods for brmultinom and bracl (residuals of the equivalent Poisson log-linear model)
  • Added the mis link functions for accounting for misclassification in binomial response models (Neuhaus, 1999, Biometrika)

Other improvements, updates and additions

- R
Published by ikosmidis over 7 years ago