Type: | Package |
Title: | Functions, Data and Code for Count Data |
Version: | 1.3.5 |
Date: | 2025-04-27 |
Imports: | MASS |
Depends: | R (≥ 2.10), msme, sandwich |
Description: | Functions, data and code for Hilbe, J.M. 2011. Negative Binomial Regression, 2nd Edition (Cambridge University Press) and Hilbe, J.M. 2014. Modeling Count Data (Cambridge University Press). |
License: | GPL-2 |
LazyLoad: | yes |
NeedsCompilation: | no |
Packaged: | 2025-04-27 10:40:03 UTC; apro |
Author: | Joseph M Hilbe [aut], Andrew Robinson [cre] |
Maintainer: | Andrew Robinson <apro@unimelb.edu.au> |
Repository: | CRAN |
Date/Publication: | 2025-04-28 10:00:27 UTC |
affairs
Description
Data from Fair (1978). Although Fair used a tobit model with the data, the outcome measure can be modeled as a count. In fact, Greene (2003) modeled it as Poisson, but given the amount of overdispersion in the data, employing a negative binomial model is an appropriate strategy. The data is stored in the affairs data set. Naffairs is the response variable, indicating the number of affairs reported by the participant in the past year.
Usage
data(affairs)
Format
A data frame with 601 observations on the following 18 variables.
naffairs
number of affairs within last year
kids
1=have children;0= no children
vryunhap
(1/0) very unhappily married
unhap
(1/0) unhappily married
avgmarr
(1/0) average married
hapavg
(1/0) happily married
vryhap
(1/0) very happily married
antirel
(1/0) anti religious
notrel
(1/0) not religious
slghtrel
(1/0) slightly religious
smerel
(1/0) somewhat religious
vryrel
(1/0) very religious
yrsmarr1
(1/0) >0.75 yrs
yrsmarr2
(1/0) >1.5 yrs
yrsmarr3
(1/0) >4.0 yrs
yrsmarr4
(1/0) >7.0 yrs
yrsmarr5
(1/0) >10.0 yrs
yrsmarr6
(1/0) >15.0 yrs
Details
rwm5yr is saved as a data frame. Count models use naffairs as response variable. 0 counts are included.
Source
Fair, R. (1978). A Theory of Extramarital Affairs, Journal of Political Economy, 86: 45-61. Greene, W.H. (2003). Econometric Analysis, Fifth Edition, New York: Macmillan.
References
Hilbe, Joseph M (2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic regression Models, Chapman & Hall/CRC
Examples
data(affairs)
glmaffp <- glm(naffairs ~ kids + yrsmarr2 + yrsmarr3 + yrsmarr4 + yrsmarr5,
family = poisson, data = affairs)
summary(glmaffp)
exp(coef(glmaffp))
require(MASS)
glmaffnb <- glm.nb(naffairs ~ kids + yrsmarr2 + yrsmarr3 + yrsmarr4 + yrsmarr5,
data=affairs)
summary(glmaffnb)
exp(coef(glmaffnb))
azcabgptca
Description
Random subset of the 1991 Arizona Medicare data for patients hospitalized subsequent to undergoing a CABG (DRGs 106, 107) or PTCA (DRG 112) cardiovascular procedure.
Usage
data(azcabgptca)
Format
A data frame with 1959 observations on the following 6 variables.
died
systolic blood pressure of subject
procedure
1=CABG; 0=PTCA
gender
1=male; 0=female
age
age of subject
los
hospital length of stay
type
1=emerg/urgent; 0=elective
Details
azcabgptca is saved as a data frame.
Source
Hilbe, Negative Binomial Regression, 2nd ed, Cambridge Univ Press
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press
Examples
data(azcabgptca); attach(azcabgptca)
table(los); table(procedure, type); table(los, procedure)
summary(los)
summary(c91a <- glm(los ~ procedure+ type, family=poisson, data=azcabgptca))
modelfit(c91a)
summary(c91b <- glm(los ~ procedure+ type, family=quasipoisson, data=azcabgptca))
modelfit(c91b)
library(sandwich)
sqrt(diag(vcovHC(c91a, type="HC0")))
azdrg112
Description
The data set relates to the hospital length of stay for patients having a CABG or PTCA (typel) heart procedure. The data comes from the 1995 Arizona Medicare data for DRG (Diagnostic Related Group) 112. Other predictors include gender(1=female) and age75 (1-age 75+). Type is labeled as 1=emergency or urgent admission; 0= elective. Length of stay (los) ranges from 1 to 53 days.
Usage
data(azdrg112)
Format
A data frame with 1,798 observations on the following 4 variables.
los
hospital length of stay: 1-53 days
gender
1=male; 0=female
type1
1=emergency/urgent admission; 0=elective admission
age75
1=age>75; 0=age<=75
Details
azdrg112 is saved as a data frame. Count models typically use los as response variable. 0 counts are not included
Source
DRG 112 data from the 1995 Arizona Medicare (MedPar) State files
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press
Examples
data(azdrg112)
glmazp <- glm(los ~ type1 + gender + age75, family=poisson, data=azdrg112)
summary(glmazp)
exp(coef(glmazp))
library(MASS)
glmaznb <- glm.nb(los ~ type1 + gender + age75, data=azdrg112)
summary(glmaznb)
exp(coef(glmaznb))
azpro
Description
Data come from the 1991 Arizona cardiovascular patient files. A subset of the fields was selected to model the differential length of stay for patients entering the hospital to receive one of two standard cardiovascular procedures: CABG and PTCA. CABG is the standard acronym for Coronary Artery Bypass Graft, where the flow of blood in a diseased or blocked coronary artery or vein has been grafted to bypass the diseased sections. PTCA, or Percutaneous Transluminal Coronary Angioplasty, is a method of placing a balloon in a blocked coronary artery to open it to blood flow. It is a much less severe method of treatment for those having coronary blockage, with a corresponding reduction in risk.
Usage
data(azpro)
Format
A data frame with 3589 observations on the following 6 variables.
los
length of hospital stay
procedure
1=CABG;0=PTCA
sex
1=Male; 0=female
admit
1=Urgent/Emerg; 0=elective (type of admission)
age75
1= Age>75; 0=Age<=75
hospital
encrypted facility code (string)
Details
azpro is saved as a data frame. Count models use los as response variable. 0 counts are structurally excluded
Source
1991 Arizona Medpar data, cardiovascular patient files, National Health Economics & Research Co.
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
data(azpro)
glmazp <- glm(los ~ procedure + sex + admit, family=poisson, data=azpro)
summary(glmazp)
exp(coef(glmazp))
#glmaznb < -glm.nb(los ~ procedure + sex + admit, data=azpro)
#summary(glmaznb)
#exp(coef(glmaznb))
azprocedure
Description
Data come from the 1991 Arizona cardiovascular patient files. A subset of the fields was selected to model the differential length of stay for patients entering the hospital to receive one of two standard cardiovascular procedures: CABG and PTCA. CABG is the standard acronym for Coronary Artery Bypass Graft, where the flow of blood in a diseased or blocked coronary artery or vein has been grafted to bypass the diseased sections. PTCA, or Percutaneous Transluminal Coronary Angioplasty, is a method of placing a balloon in a blocked coronary artery to open it to blood flow. It is a much less severe method of treatment for those having coronary blockage, with a corresponding reduction in risk.
Usage
data(azprocedure)
Format
A data frame with 3589 observations on the following 6 variables.
los
length of hospital stay
procedure
1=CABG;0=PTCA
sex
1=Male; 0=female
admit
1=Urgent/Emerg; 0=elective (type of admission)
age75
1= Age>75; 0=Age<=75
hospital
encrypted facility code (string)
Details
azprocedure is saved as a data frame. Count models use los as response variable. 0 counts are structurally excluded
Source
1991 Arizona Medpar data, cardiovascular patient files, National Health Economics & Research Co.
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
library(MASS)
library(msme)
data(azprocedure)
glmazp <- glm(los ~ procedure + sex + admit, family=poisson, data=azprocedure)
summary(glmazp)
exp(coef(glmazp))
nb2 <- nbinomial(los ~ procedure + sex + admit, data=azprocedure)
summary(nb2)
exp(coef(nb2))
glmaznb <- glm.nb(los ~ procedure + sex + admit, data=azprocedure)
summary(glmaznb)
exp(coef(glmaznb))
badhealth
Description
From German health survey data for the year 1998 only.
Usage
data(badhealth)
Format
A data frame with 1,127 observations on the following 3 variables.
numvisit
number of visits to doctor during 1998
badh
1=patient claims to be in bad health; 0=not in bad health
age
age of patient: 20-60
Details
badhealth is saved as a data frame. Count models use numvisit as the response variable, 0 counts are included.
Source
German Health Survey, amended in Hilbe and Greene (2008).
References
Hilbe, Joseph M (2011), Negative Binomial Regression, Cambridge University Press Hilbe, J. and W. Greene (2008). Count Response Regression Models, in ed. C.R. Rao, J.P Miller, and D.C. Rao, Epidemiology and Medical Statistics, Elsevier Handbook of Statistics Series. London, UK: Elsevier.
Examples
data(badhealth)
glmbadp <- glm(numvisit ~ badh + age, family=poisson, data=badhealth)
summary(glmbadp)
exp(coef(glmbadp))
library(MASS)
glmbadnb <- glm.nb(numvisit ~ badh + age, data=badhealth)
summary(glmbadnb)
exp(coef(glmbadnb))
fasttrakg
Description
Data are from the Canadian National Cardiovascular Disease registry called, FASTRAK. years covered at 1996-1998. They have been grouped by covariate patterns from individual observations.
Usage
data(fasttrakg)
Format
A data frame with 15 observations on the following 9 variables.
die
number died from MI
cases
number of cases with same covariate pattern
anterior
1=anterior site MI; 0=inferior site MI
hcabg
1=history of CABG; 0=no history of CABG
killip
Killip level of cardiac event severity (1-4)age75 - 1= Age>75; 0=Age<=75
kk1
(1/0) angina; not MI
kk2
(1/0) moderate severity cardiac event
kk3
(1/0) Severe cardiac event
kk4
(1/0) Severe cardiac event; death
Details
fasttrakg is saved as a data frame. Count models use died as response numerator and cases as the demoninator
Source
1996-1998 FASTRAK data, Hoffman-LaRoche Canada, National Health Economics & Research Co.
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press
Examples
library(MASS)
data(fasttrakg)
glmfp <- glm(die ~ anterior + factor(killip) + offset(log(cases)), family=poisson, data=fasttrakg)
summary(glmfp)
exp(coef(glmfp))
fishing
Description
The fishing data is adapted from Zuur, Hilbe and Ieno (2013) to determine whether the data appears to be generated from more than one generating mechanism. The data are originally adapted from Bailey et al. (2008) who were interested in how certain deep-sea fish populations were impacted when commercial fishing began in locations with deeper water than in previous years. Given that there are 147 sites that were researched, the model is of (1) the total number of fish counted per site (totabund); ( 2) on the mean water depth per site (meandepth); (3) adjusted by the area of the site (sweptarea); (4) the log of which is the model offset.
Usage
data(fishing)
Format
A data frame with 147 observations on the following variables.
totabund
total fish counted per site
meandepth
mean water depth per site
sweptarea
adjusted area of site
density
folage density index
site
catch site
year
1977-2002
period
0=1977-1989; 1=2000+
Details
fishing is saved as a data frame. Count models use totabund as response variable. Counts start at 2
Source
Zuur, Hilbe, Ieno (2013), A Beginner's Guide to GLM and GLMM using R,
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Zuur, Hilbe, Ieno (2013), A Beginner's Guide to GLM and GLMM using R, Highlands. Bailey M. et al (2008), "Longterm changes in deep-water fish populations in the North East Atlantic", Proc Roy Soc B 275:1965-1969.
Examples
## Not run:
library(MASS)
library(flexmix)
data(fishing)
attach(fishing)
fmm_pg <- flexmix(totabund~meandepth + offset(log(sweptarea)), data=rwm1984, k=2,
model=list(FLXMRglm(totabund~., family="NB1"),
FLXMRglm(tpdocvis~., family="NB1")))
parameters(fmm_pg, component=1, model=1)
parameters(fmm_pg, component=2, model=1)
summary(fmm_pg)
## End(Not run)
lbw
Description
The data come to us from Hosmer and Lemeshow (2000). Called the low birth weight (lbw) data, the response is a binary variable, low, which indicates whether the birth weight of a baby is under 2500g (low=1), or over (low=0).
Usage
data(lbw)
Format
A data frame with 189 observations on the following 10 variables.
low
1=low birthweight baby; 0=norml weight
smoke
1=history of mother smoking; 0=mother nonsmoker
race
categorical 1-3: 1=white; 2-=black; 3=other
age
age of mother: 14-45
lwt
weight (lbs) at last menstrual period: 80-250 lbs
ptl
number of false of premature labors: 0-3
ht
1=history of hypertension; 0 =no hypertension
ui
1=uterine irritability; 0 no irritability
ftv
number of physician visits in 1st trimester: 0-6
bwt
birth weight in grams: 709 - 4990 gr
Details
lbw is saved as a data frame. Count models can use ftv as a response variable, or convert it to grouped format
Source
Hosmer, D and S. Lemeshow (2000), Applied Logistic Regression, Wiley
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
data(lbw)
glmbwp <- glm(ftv ~ low + smoke + factor(race), family=poisson, data=lbw)
summary(glmbwp)
exp(coef(glmbwp))
library(MASS)
glmbwnb <- glm.nb(ftv ~ low + smoke + factor(race), data=lbw)
summary(glmbwnb)
exp(coef(glmbwnb))
lbwgrp
Description
grouped format of the lbw data. The observation level data come to us form Hosmer and Lemeshow (2000). Grouping is such that lowbw is the numerator, and cases the denominator of a binomial model, or cases may be an offset to the count variable, lowbw. Birthweights under 2500g classifies a low birthweight baby.
Usage
data(lbwgrp)
Format
A data frame with 6 observations on the following 7 variables.
lowbw
Number of low weight babies per covariate pattern: 12-60
cases
Number of observations with same covariate pattern: 30-165
smoke
1=history of mother smoking; 0=mother nonsmoker
race1
(1/0): Caucasian
race2
(1/0): Black
race3
(1/0): Other
low
low birth weight (not valid variable in grouped format)
Details
lbwgrp is saved as a data frame. Count models: count response=lowbt; offset=log(cases); Binary: binomial numerator= lowbt; binomial denominator=cases
Source
Hosmer, D and S. Lemeshow (2000), Applied Logistic Regression, Wiley
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
data(lbwgrp)
glmgp <- glm(lowbw ~ smoke + race2 + race3 + offset(log(cases)), family=poisson, data=lbwgrp)
summary(glmgp)
exp(coef(glmgp))
library(MASS)
glmgnb <- glm.nb(lowbw ~ smoke + race2 + race3, data=lbwgrp)
summary(glmgnb)
exp(coef(glmgnb))
Logistic regression : generic synthetic binary/binomial logistic data and model
Description
logit_syn is a generic function for developing synthetic logistic regression data and a model given user defined specifications.
Usage
logit_syn(nobs=50000, d=1, xv = c(1, 0.5, -1.5))
Arguments
nobs |
number of observations in model, Default is 50000 |
d |
binomial denominator, Default is 1, a binary logistic model. May use a variable containing different denominator values. |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic logistic regression model using the appropriate arguments. Binomial denominator must be declared. For a binary logistic model, d=1. A variable may be used as the denominator when values differ. See examples.
Value
by |
binomial logistic numerator; number of successes |
sim.data |
synthetic data set |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, Universty of Melbourne, Australia.
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press. Hilbe, J.M. (2009), Logistic Regression Models, Chapman & Hall/CRCD
See Also
Examples
# Binary logistic regression (denominator=1)
sim.data <-logit_syn(nobs = 500, d = 1, xv = c(1, .5, -1.5))
mylogit <- glm(cbind(by,dby) ~ ., family=binomial(link="logit"), data = sim.data)
summary(mylogit)
confint(mylogit)
# Binary logistic regression with odds ratios (denominator=1); 3 predictors
sim.data <-logit_syn(nobs = 500, d = 1, xv = c(1, .75, -1.5, 1.15))
mylogit <- glm(cbind(by,dby) ~ ., family=binomial(link="logit"), data = sim.data)
exp(coef(mylogit))
exp(confint(mylogit))
# Binomial or grouped logistic regression with defined denominator, den
den <- rep(1:5, each=100, times=1)*100
sim.data <- logit_syn(nobs = 500, d = den, xv = c(1, .5, -1.5))
gby <- glm(cbind(by,dby) ~ ., family=binomial(link="logit"), data = sim.data)
summary(gby)
## Not run:
# default
sim.data <- logit_syn(nobs=500, d=1, xv = c(2, -.55, 1.15))
dlogit <- glm(cbind(by,dby) ~ . , family=binomial(link="logit"), data = sim.data)
summary(dlogit)
## End(Not run)
loomis
Description
Data are taken from Loomis (2003). The study relates to a survey taken on reported frequency of visits to national parks during the year. The survey was taken at park sites, thus incurring possible effects of endogenous stratification.
Usage
data(loomis)
Format
A data frame with 410 observations on the following 11 variables.
anvisits
number of annual visits to park
gender
1=male;0=female
income
income in US dollars per year, categorical: 4 levels
income1
<=$25000
income2
>$25000 - $55000
income3
>$55000 - $95000
income4
>$95000
travel
travel time, categorical: 3 levels
travel1
<.25 hrs
travel2
>=.25 - <4 hrs
travel3
>=4 hrs
Details
loomis is saved as a data frame. Count models typically use anvisits as response variable. 0 counts are included
Source
from Loomis (2003)
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Loomis, J. B. (2003). Travel cost demand model based river recreation benefit estimates with on-site and household surveys: Comparative results and a correction procedure, Water Resources Research, 39(4): 1105
Examples
data(loomis)
glmlmp <- glm(anvisits ~ gender + factor(income) + factor(travel), family=poisson, data=loomis)
summary(glmlmp)
exp(coef(glmlmp))
library(MASS)
glmlmnb <- glm.nb(anvisits ~ gender + factor(income) + factor(travel), data=loomis)
summary(glmlmnb)
exp(coef(glmlmnb))
mdvis
Description
Data from a subset of the German Socio-Economic Panel (SOEP). The subset was created by Rabe-Hesketh and Skrondal (2005). Only working women are included in these data. Beginning in 1997, German health reform in part entailed a 200 co-payment as well as limits in provider reimbursement. Patients were surveyed for the one year panel (1996) prior to and the one year panel (1998) after reform to assess whether the number of physician visits by patients declined - which was the goal of reform legislation. The response, or variable to be explained by the model, is numvisit, which indicates the number of patient visits to a physician's office during a three month period.
Usage
data(mdvis)
Format
A data frame with 2,227 observations on the following 13 variables.
numvisit
visits to MD office 3mo prior
reform
1=interview yr post-reform: 1998;0=pre-reform:1996
badh
1=bad health; 0 = not bad health
age
Age(yrs 20-60)
educ
education(1:7-10;2=10.5-12;3=HSgrad+)
educ1
educ1= 7-10 years
educ2
educ2= 10.5-12 years
educ3
educ3= post secondary or high school
agegrp
age: 1=20-39; 2=40-49; 3=50-60
age1
age 20-39
age2
age 40-49
age3
age 50-60
loginc
log(household income in DM)
Details
mdvis is saved as a data frame. Count models typically use docvis as response variable. 0 counts are included
Source
German Socio-Economic Panel (SOEP), 1995 pre-reform; 1998 post reform. Created by Rabe-Hesketh and Skrondal (2005).
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC Rabe-Hesketh, S. and A. Skrondal (2005). Multilevel and Longitudinal Modeling Using Stata, College Station: Stata Press.
Examples
data(mdvis)
glmmdp <- glm(numvisit ~ reform + factor(educ) + factor(agegrp), family=poisson, data=mdvis)
summary(glmmdp)
exp(coef(glmmdp))
library(MASS)
glmmdnb <- glm.nb(numvisit ~ reform + factor(educ) + factor(agegrp), data=mdvis)
summary(glmmdnb)
exp(coef(glmmdnb))
medpar
Description
The US national Medicare inpatient hospital database is referred to as the Medpar data, which is prepared yearly from hospital filing records. Medpar files for each state are also prepared. The full Medpar data consists of 115 variables. The national Medpar has some 14 million records, with one record for each hospilitiztion. The data in the medpar file comes from 1991 Medicare files for the state of Arizona. The data are limited to only one diagnostic group (DRG 112). Patient data have been randomly selected from the original data.
Usage
data(medpar)
Format
A data frame with 1495 observations on the following 10 variables.
los
length of hospital stay
hmo
Patient belongs to a Health Maintenance Organization, binary
white
Patient identifies themselves as Caucasian, binary
died
Patient died, binary
age80
Patient age 80 and over, binary
type
Type of admission, categorical
type1
Elective admission, binary
type2
Urgent admission,binary
type3
Elective admission, binary
provnum
Provider ID
Details
medpar is saved as a data frame. Count models use los as response variable. 0 counts are structurally excluded
Source
1991 National Medpar data, National Health Economics & Research Co.
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC first used in Hardin, JW and JM Hilbe (2001, 2007), Generalized Linear Models and Extensions, Stata Press
Examples
library(MASS)
library(msme)
data(medpar)
glmp <- glm(los ~ hmo + white + factor(type), family=poisson, data=medpar)
summary(glmp)
exp(coef(glmp))
nb2 <- nbinomial(los ~ hmo + white + factor(type), data=medpar)
summary(nb2)
exp(coef(nb2))
glmnb <- glm.nb(los ~ hmo + white + factor(type), data=medpar)
summary(glmnb)
exp(coef(glmnb))
NB1: maximum likelihood linear negative binomial regression
Description
ml.nb1 is a maximum likelihood function for estimating linear negative binomial (NB1) data. Output consists of a table of parameter estimates, standard errors, z-value, and confidence intervals.
Usage
ml.nb1(formula, data, offset=0, start=NULL, verbose=FALSE)
Arguments
formula |
an object of class '"formula"': a symbolic description of the model to be fitted. The details of model specification are given under 'Details'. |
data |
a mandatory data frame containing the variables in the model. |
offset |
this can be used to specify an _a priori_ known component to be included in the linear predictor during fitting. The offset should be provided on the log scale. |
start |
an optional vector of starting values for the parameters. |
verbose |
a logical flag to indicate whether the fit information should be printed. |
Details
ml.nb1 is used like glm.nb, but without saving ancillary statistics.
Value
The function returns a dataframe with the following components:
Estimate |
ML estimate of the parameter |
SE |
Asymptotic estimate of the standard error of the estimate of the parameter |
Z |
The Z statistic of the asymptotic hypothesis test that the population value for the parameter is 0. |
LCL |
Lower 95% confidence interval for the parameter estimate. |
UCL |
Upper 95% confidence interval for the parameter estimate. |
Author(s)
Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
# Table 10.8, Hilbe. J.M. (2011), Negative Binomial Regression,
# 2nd ed. Cambridge University Press (adapted)
data(medpar)
medpar$type <- factor(medpar$type)
med.nb1 <- ml.nb1(los ~ hmo + white + type, data = medpar)
med.nb1
NB2: maximum likelihood linear negative binomial regression
Description
ml.nb2 is a maximum likelihood function for estimating linear negative binomial (NB2) data. Output consists of a table of parameter estimates, standard errors, z-value, and confidence intervals.
Usage
ml.nb2(formula, data, offset=0, start=NULL, verbose=FALSE)
Arguments
formula |
an object of class '"formula"': a symbolic description of the model to be fitted. The details of model specification are given under 'Details'. |
data |
a mandatory data frame containing the variables in the model. |
offset |
this can be used to specify an _a priori_ known component to be included in the linear predictor during fitting. The offset should be provided on the log scale. |
start |
an optional vector of starting values for the parameters. |
verbose |
a logical flag to indicate whether the fit information should be printed. |
Details
ml.nb2 is used like glm.nb, but without saving ancillary statistics.
Value
The function returns a dataframe with the following components:
Estimate |
ML estimate of the parameter |
SE |
Asymptotic estimate of the standard error of the estimate of the parameter |
Z |
The Z statistic of the asymptotic hypothesis test that the population value for the parameter is 0. |
LCL |
Lower 95% confidence interval for the parameter estimate. |
UCL |
Upper 95% confidence interval for the parameter estimate. |
Author(s)
Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
# Table 8.7, Hilbe. J.M. (2011), Negative Binomial Regression,
# 2nd ed. Cambridge University Press (adapted)
data(medpar)
medpar$type <- factor(medpar$type)
med.nb2 <- ml.nb2(los ~ hmo + white + type, data = medpar)
med.nb2
NBC: maximum likelihood linear negative binomial regression
Description
ml.nbc is a maximum likelihood function for estimating canonical linear negative binomial (NB-C) data.
Usage
ml.nbc(formula, data, start=NULL, verbose=FALSE)
Arguments
formula |
an object of class '"formula"': a symbolic description of the model to be fitted. The details of model specification are given under 'Details'. |
data |
a mandatory data frame containing the variables in the model. |
start |
an optional vector of starting values for the parameters. |
verbose |
a logical flag to indicate whether the fit information should be printed. |
Details
ml.nbc is used like glm.nb, but without saving ancillary statistics.
Value
The function returns a dataframe with the following components:
Estimate |
ML estimate of the parameter |
SE |
Asymptotic estimate of the standard error of the estimate of the parameter |
Z |
The Z statistic of the asymptotic hypothesis test that the population value for the parameter is 0. |
LCL |
Lower 95% confidence interval for the parameter estimate. |
UCL |
Upper 95% confidence interval for the parameter estimate. |
Author(s)
Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
# Table 10.12, Hilbe. J.M. (2011), Negative Binomial Regression,
# 2nd ed. Cambridge University Press (adapted)
## Not run:
data(medpar)
nobs <- 50000
x2 <- runif(nobs)
x1 <- runif(nobs)
xb <- 1.25*x1 + .1*x2 - 1.5
mu <- 1/(exp(-xb)-1)
p <- 1/(1+mu)
r <- 1
gcy <- rnbinom(nobs, size=r, prob = p)
test <- data.frame(gcy, x1, x2)
nbc <- ml.nbc(gcy ~ x1 + x2, data=test)
nbc
## End(Not run)
NB2: maximum likelihood Poisson regression
Description
ml.pois is a maximum likelihood function for estimating Poisson data. Output consists of a table of parameter estimates, standard errors, z-value, and confidence intervals. An offset may be declared as an option.
Usage
ml.pois(formula, data, offset=0, start=NULL, verbose=FALSE)
Arguments
formula |
an object of class '"formula"': a symbolic description of the model to be fitted. |
data |
a mandatory data frame containing the variables in the model. |
offset |
this can be used to specify an _a priori_ known component to be included in the linear predictor during fitting. The offset should be provided on the log scale. |
start |
an optional vector of starting values for the parameters. |
verbose |
a logical flag to indicate whether the fit information should be printed. |
Details
ml.pois is used like glm, but does not provide ancillary statistics.
Value
The function returns a dataframe with the following components:
Estimate |
ML estimate of the parameters |
SE |
Asymptotic estimate of the standard error of the estimate of the parameter |
Z |
The Z statistic of the asymptotic hypothesis test that the population value for the parameter is 0. |
LCL |
Lower 95% confidence interval for the parameter estimates. |
UCL |
Upper 95% confidence interval for the parameter estimates. |
Author(s)
Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
# Table 8.7, Hilbe. J.M. (2011), Negative Binomial Regression,
# 2nd ed. Cambridge University Press (adapted)
data(medpar)
medpar$type <- factor(medpar$type)
med.pois <- ml.pois(los ~ hmo + white + type, data = medpar)
med.pois
data(rwm5yr)
lyear <- log(rwm5yr$year)
rwm.poi <- ml.pois(docvis ~ outwork + age + female, offset=lyear, data =
rwm5yr)
rwm.poi
exp(rwm.poi$Estimate)
exp(rwm.poi$LCL)
exp(rwm.poi$UCL)
Fit Statistics for generalized linear models
Description
modelfit is used following a glm() or glm.nb() model to produce a list of model fit statistics.
Usage
modelfit(x)
Arguments
x |
the only argument is the name of the fitted glm or glm.nb function model |
Details
modelfit is to be used as a post-estimation function, following the use of glm() or glm.nb().
Value
obs |
number of model observatiions |
aic |
AIC statistic |
xvars |
number of model predictors |
rdof |
residial degrees of freedom |
aic_n |
AIC, 'aic'/'obs' |
ll |
log-likelihood |
bic_r |
BIC - Raftery parameterization |
bic_l |
BIC - log-likelihood Standard definition (Stata) |
bic_qh |
Hannan-Quinn IC statistic (Limdep) |
Note
modelfit.r must be loaded into memory in order to be effectve. Users may past modelfit.r into script editor to run, as well as load it.
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
Hilbe, J.M. (2009), Logistic Regression Models, Chapman Hall/CRC
See Also
Examples
## Hilbe (2011), Table 9.17
library(MASS)
data(lbwgrp)
nb9_3 <- glm.nb(lowbw ~ smoke + race2 + race3 + offset(log(cases)), data=lbwgrp)
summary(nb9_3)
exp(coef(nb9_3))
modelfit(nb9_3)
Frequency table
Description
mytable is used to produce a table of frequencies, proportion and cumulative proportions for a count variable
Usage
myTable(x)
Arguments
x |
the only argument is the name of the count variable |
Details
myTable is used as either a diagnostic to view the distribution of a count variable, or as a frequency distribution display in its own right. myTable is given in Table 9.40 in Hilbe (2011).
Value
x |
count value |
Freq |
Frequency of count |
Prop |
Proportion |
CumProp |
Cumulative proportion |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press. Hilbe, J.M. (2009), Logistic Regression Models, Chapman Hall/CRC
See Also
Examples
data(medpar)
myTable(medpar$los)
Negative binomial (NB1): generic synthetic linear negative binomial data and model
Description
nb1_syn is a generic function for developing synthetic NB1 data and a model given user defined specifications.
Usage
nb1_syn(nobs=50000, delta=1, xv = c(1, 0.75, -1.25))
Arguments
nobs |
number of observations in model, Default is 50000 |
delta |
NB1 heterogeneity or ancillary parameter |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic linear negative binomial (NB1) regression model using the appropriate arguments. Model data with predictors indicated as a group with a period (.). See examples.
Data can be modeled using the ml.nb1.r function in the COUNT package, or by using the gamlss function in the gamlss package, using the "family=NBII" option.
Value
nb1y |
Negative binomial (NB1) response; number of counts |
sim.data |
synthetic data set |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, Universty of Melbourne, Australia.
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
sim.data <- nb1_syn(nobs = 5000, delta = .5, xv = c(.5, 1.25, -1.5))
mynb1 <- ml.nb1(nb1y ~ . , data = sim.data)
mynb1
## Not run:
# use gamlss to model NB1 data
library(gamlss)
sim.data <- nb1_syn(nobs = 5000, delta = .5, xv = c(.5, 1.25, -1.5))
mynb1 <- gamlss( nb1y ~ . , family=NBII, data = sim.data)
mynb1
## End(Not run)
## Not run:
# default
sim.data <- nb1_syn()
dnb1 <- ml.nb1(nb1y ~ . , data = sim.data)
dnb1
## End(Not run)
Table of negative binomial counts: observed vs predicted proportions and difference
Description
nb2.obs.pred is used to produce a table of a negative binomial model count response with mean observed vs mean predicted proportions, and their difference.
Usage
nb2.obs.pred(len, model)
Arguments
len |
highest count for the table |
model |
name of the negative binomial model created |
Details
nb2.obs.pred is used to determine where disparities exist in the mean observed and predicted proportions in the range of model counts. nb2.obs.pred is used in Table 9.28 and other places in Hilbe (2011). nb2.obs.pred follows glm.nb(), where both y=TRUE and model=TRUE options must be used.
Value
Count |
count value |
obsPropFreq |
Observed proportion of counts |
avgp |
Predicted proportion of counts |
Diff |
Difference in observed vs predicted |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, University of Melbourne, Australia
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
library(MASS)
data(medpar)
mdpar <- glm.nb(los ~ hmo+white+type2+type3, data=medpar, y=TRUE, model=TRUE)
nb2.obs.pred(len=25, model=mdpar)
Negative binomial (NB2): generic synthetic negative binomial data and model
Description
nb2_syn is a generic function for developing synthetic NB2 data and a model given user defined specifications.
Usage
nb2_syn(nobs = 50000, off = 0, alpha = 1, xv = c(1, 0.75, -1.5))
Arguments
nobs |
number of observations in model, Default is 50000 |
alpha |
NB2 heterogeneity or ancillary parameter |
off |
optional: log of offset variable |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic negative binomial (NB2) regression model using the appropriate arguments. Model data with predictors indicated as a group with a period (.). Offset optional. If no offset is desired, drop "off= loff" from nb2_syn function call and "+ loff" from glm.nb function call. See examples.
Data can be estimated using the glm.nb() function, or the ml.nb2() function in the COUNT package, or by using the gamlss function in the gamlss package, with "family=NBI" option.
Value
nby |
Negative binomial response; number of counts |
sim.data |
synthetic data set |
Author(s)
Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, Jet Propulsion Laboratory, California Institute of Technology
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
library(MASS)
sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
mynb2 <- glm.nb(nby ~ . , data = sim.data)
summary(mynb2)
confint(mynb2)
# with offset
oset <- rep(1:5, each=100, times=1)*100
loff <- log(oset)
sim.data <- nb2_syn(nobs = 500, off = loff, alpha = .5, xv = c(1.2, -.75, .25, -1.3))
mypof <- glm.nb(nby ~ . + loff, data = sim.data)
summary(mypof)
confint(mypof)
# without offset, exponentiated coefficients, CI's
sim.data <- nb2_syn(nobs = 500, alpha = .75, xv = c(1, .5, -1.4))
mynbf <- glm.nb(nby ~ . , data = sim.data)
exp(coef(mynbf))
exp(confint(mynbf))
## Not run:
# default, without offset
sim.data <- nb2_syn()
dnb2 <- glm.nb(nby ~ . , data = sim.data)
summary(dnb2)
## End(Not run)
# use ml.nb2.r function
sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
mynb2x <- ml.nb2(nby ~ . , data = sim.data)
mynb2x
## Not run:
# use gamlss function for modeling data after sim.data created
library(gamlss)
sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
gamnb <- gamlss(nby ~ ., family=NBI, data = sim.data)
gamnb
## End(Not run)
Negative binomial (NB-C): generic synthetic canonical negative binomial data and model
Description
nbc_syn is a generic function for developing synthetic NB-C data and a model given user defined specifications.
Usage
nbc_syn(nobs=50000, alpha=1.15, xv = c(-1.5, -1.25, -.1))
Arguments
nobs |
number of observations in model, Default is 50000 |
alpha |
NB-C heterogeneity or ancillary parameter |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic canonial negative binomial (NB-C) regression model using the appropriate arguments. Model data with predictors indicated as a group with a period (.). Data can be modeled using the ml.nbc.r function in the COUNT package. See examples.
Value
nbcy |
Canonical negative binomial (NB-C) response; number of counts |
sim.data |
synthetic data set |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, Universty of Melbourne, Australia.
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
## Not run:
sim.data <- nbc_syn(nobs = 50000, alpha = 1.15, xv = c(-1.5, -1.25, -.1))
mynbc <- ml.nbc(nbcy ~ . , data = sim.data)
mynbc
# default
sim.data <- nbc_syn()
dnbc <- ml.nbc(nbcy ~ . , data = sim.data)
dnbc
## End(Not run)
nuts
Description
Squirrel data set (nuts) from Zuur, Hilbe, and Ieno (2013). As originally reported by Flaherty et al (2012), researchers recorded information about squirrel behavior and forest attributes across various plots in Scotland's Abernathy Forest. The study focused on the following variables. response cones number of cones stripped by red squirrels per plot predictor sntrees standardized number of trees per plot sheight standardized mean tree height per plot scover standardized percentage of canopy cover per plot The stripped cone count was only taken when the mean diameter of trees was under 0.6m (dbh).
Usage
data(nuts)
Format
A data frame with 52 observations on the following 8 variables.
cones
number cones stripped by squirrels
ntrees
number of trees per plot
dbh
number DBH per plot
height
mean tree height per plot
cover
canopy closure (as a percentage)
sntrees
standardized number of trees per plot
sheight
standardized mean tree height per plot
scover
standardized canopy closure (as a percentage)
Details
nuts is saved as a data frame. Count models use ntrees as response variable. Counts start at 3
Source
Zuur, Hilbe, Ieno (2013), A Beginner's Guide to GLM and GLMM using R, Highlands
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Zuur, Hilbe, Ieno (2013), A Beginner's Guide to GLM and GLMM using R, Highlands. Flaherty, S et al (2012), "The impact of forest stand structure on red squirrels habitat use", Forestry 85:437-444.
Examples
data(nuts)
nut <- subset(nuts, dbh < 0.6)
# sntrees <- scale(nuts$ntrees)
# sheigtht <- scale(nuts$height)
# scover <- scale(nuts$cover)
summary(PO <- glm(cones ~ sntrees + sheight + scover, family=quasipoisson, data=nut))
Table of Poisson counts: observed vs predicted proportions and difference
Description
poi.obs.pred is used to produce a table of a Poisson model count response with mean observed vs mean predicted proportions, and their difference.
Usage
poi.obs.pred(len, model)
Arguments
len |
highest count for the table |
model |
name of the Poisson model created |
Details
poi.obs.pred is used to determine where disparities exist in the mean observed and predicted proportions in the range of model counts. poi.obs.pred is used in Table 6.15 and other places in Hilbe (2011). poi.obs.pred follows glm(), where both y=TRUE and model=TRUE options must be used.
Value
Count |
count value |
obsPropFreq |
Observed proportion of counts |
avgp |
Predicted proportion of counts |
Diff |
Difference in observed vs predicted |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, University of Melbourne, Australia
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
data(medpar)
mdpar <- glm(los ~ hmo+white+type2+type3, family=poisson, data=medpar, y=TRUE, model=TRUE)
poi.obs.pred(len=25, model=mdpar)
Poisson : generic synthetic Poisson data and model
Description
poisson_syn is a generic function for developing synthetic Poisson data and a model given user defined specifications.
Usage
poisson_syn(nobs = 50000, off = 0, xv = c(1, -.5, 1))
Arguments
nobs |
number of observations in model, Default is 50000 |
off |
optional: log of offset variable |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic Poisson regression model using the appropriate arguments. Offset optional. Model data with predictors indicated as a group with a period (.). See examples.
Value
py |
Poisson response; number of counts |
sim.data |
synthetic data set |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, Universty of Melbourne, Australia.
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.
See Also
Examples
# standard Poisson model with two predictors and intercept
sim.data <- poisson_syn(nobs = 500, xv = c(2, .75, -1.25))
mypo <- glm(py ~ . , family=poisson, data = sim.data)
summary(mypo)
confint(mypo)
# Poisson with offset and three predictors
oset <- rep(1:5, each=100, times=1)*100
loff <- log(oset)
sim.data <- poisson_syn(nobs = 500, off = loff, xv = c(1.2, -.75, .25, -1.3))
mypof <- glm(py ~ . + loff, family=poisson, data = sim.data)
summary(mypof)
confint(mypof)
# Poisson without offset, exponentiated coefficients, CI's
sim.data <- poisson_syn(nobs = 500, xv = c(2, .75, -1.25))
mypo <- glm(py ~ . , family=poisson, data = sim.data)
exp(coef(mypo))
exp(confint(mypo))
## Not run:
# default (without offset)
sim.data <- poisson_syn()
dmypo <- glm( py ~ . , family=poisson, data = sim.data)
summary(dmypo)
## End(Not run)
Probit regression : generic synthetic binary/binomial probit data and model
Description
probit_syn is a generic function for developing synthetic probit regression data and a model given user defined specifications.
Usage
probit_syn(nobs=50000, d=1, xv = c(1, 0.5, -1.5))
Arguments
nobs |
number of observations in model, Default is 50000 |
d |
binomial denominator, Default is 1, a binary probit model. May use a variable containing different denominator values. |
xv |
predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...) |
Details
Create a synthetic probit regression model using the appropriate arguments. Binomial denominator must be declared. For a binary probit model, d=1. A variable may be used as the denominator when values differ. See examples.
Value
py |
binomial probit numerator; number of successes |
sim.data |
synthetic data set |
Author(s)
Joseph M. Hilbe, Arizona State University, and Jet Propulsion Laboratory, California Institute of Technology Andrew Robinson, Universty of Melbourne, Australia.
References
Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press. Hilbe, J.M. (2009), Logistic Regression Models, Chapman & Hall/CRCD
See Also
Examples
# Binary probit regression (denominator=1)
sim.data <-probit_syn(nobs = 5000, d = 1, xv = c(1, .5, -1.5))
myprobit <- glm(cbind(py,dpy) ~ ., family=binomial(link="probit"), data = sim.data)
summary(myprobit)
confint(myprobit)
# Binary probit regression with 3 predictors (denominator=1)
sim.data <-probit_syn(nobs = 5000, d = 1, xv = c(1, .75, -1.5, 1.15))
myprobit <- glm(cbind(py,dpy) ~ ., family=binomial(link="probit"), data = sim.data)
summary(myprobit)
confint(myprobit)
# Binomial or grouped probit regression with defined denominator, den
den <- rep(1:5, each=1000, times=1)*100
sim.data <- probit_syn(nobs = 5000, d = den, xv = c(1, .5, -1.5))
gpy <- glm(cbind(py,dpy) ~ ., family=binomial(link="probit"), data = sim.data)
summary(gpy)
## Not run:
# default
sim.data <- probit_syn()
dprobit <- glm(cbind(py,dpy) ~ . , family=binomial(link="probit"), data = sim.data)
summary(dprobit)
## End(Not run)
rwm
Description
German health registry for the years 1984-1988. Health information for years prior to health reform.
Usage
data(rwm)
Format
A data frame with 27,326 observations on the following 4 variables.
docvis
number of visits to doctor during year (0-121)
age
age: 25-64
educ
years of formal education (7-18)
hhninc
household yearly income in DM/1000)
Details
rwm is saved as a data frame. Count models typically use docvis as response variable. 0 counts are included
Source
German Health Reform Registry, years pre-reform 1984-1988, From Hilbe and Greene (2008)
References
Hilbe, Joseph M (2011), Negative Binomial Regression, Cambridge University Press Hilbe, J.M. and W.H. Greene (2008), "Count Response Regression Models", in Rao, CR, JP Miller and DC Rao (eds), Handbook of Statistics 27: Epidemiology and Medical Statistics, Amsterdam: Elsevier. pp. 210-252.
Examples
data(rwm)
glmrwp <- glm(docvis ~ age + educ + hhninc, family=poisson, data=rwm)
summary(glmrwp)
exp(coef(glmrwp))
library(MASS)
glmrwnb <- glm.nb(docvis ~ age + educ + hhninc, data=rwm)
summary(glmrwnb)
exp(coef(glmrwnb))
rwm1984
Description
German health registry for the year 1984.
Usage
data(rwm1984)
Format
A data frame with 3,874 observations on the following 17 variables.
docvis
number of visits to doctor during year (0-121)
hospvis
number of days in hospital during year (0-51)
edlevel
educational level (categorical: 1-4)
age
age: 25-64
outwork
out of work=1; 0=working
female
female=1; 0=male
married
married=1; 0=not married
kids
have children=1; no children=0
hhninc
household yearly income in marks (in Marks)
educ
years of formal education (7-18)
self
self-employed=1; not self employed=0
edlevel1
(1/0) not high school graduate
edlevel2
(1/0) high school graduate
edlevel3
(1/0) university/college
edlevel4
(1/0) graduate school
Details
rwm1984 is saved as a data frame. Count models typically use docvis as response variable. 0 counts are included
Source
German Health Reform Registry, year=1984, in Hilbe and Greene (2007)
References
Hilbe, Joseph, M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2011), Negative Binomial Regression, Cambridge University Press Hilbe, J. and W. Greene (2008). Count Response Regression Models, in ed. C.R. Rao, J.P Miller, and D.C. Rao, Epidemiology and Medical Statistics, Elsevier Handbook of Statistics Series. London, UK: Elsevier.
Examples
library(MASS)
library(msme)
data(rwm1984)
glmrp <- glm(docvis ~ outwork + female + age + factor(edlevel), family=poisson, data=rwm1984)
summary(glmrp)
exp(coef(glmrp))
summary(nb2 <- nbinomial(docvis ~ outwork + female + age + factor(edlevel), data=rwm1984))
exp(coef(nb2))
summary(glmrnb <- glm.nb(docvis ~ outwork + female + age + factor(edlevel), data=rwm1984))
exp(coef(glmrnb))
rwm5yr
Description
German health registry for the years 1984-1988. Health information for years immediately prior to health reform.
Usage
data(rwm5yr)
Format
A data frame with 19,609 observations on the following 17 variables.
id
patient ID (1=7028)
docvis
number of visits to doctor during year (0-121)
hospvis
number of days in hospital during year (0-51)
year
year; (categorical: 1984, 1985, 1986, 1987, 1988)
edlevel
educational level (categorical: 1-4)
age
age: 25-64
outwork
out of work=1; 0=working
female
female=1; 0=male
married
married=1; 0=not married
kids
have children=1; no children=0
hhninc
household yearly income in marks (in Marks)
educ
years of formal education (7-18)
self
self-employed=1; not self employed=0
edlevel1
(1/0) not high school graduate
edlevel2
(1/0) high school graduate
edlevel3
(1/0) university/college
edlevel4
(1/0) graduate school
Details
rwm5yr is saved as a data frame. Count models typically use docvis as response variable. 0 counts are included
Source
German Health Reform Registry, years pre-reform 1984-1988, in Hilbe and Greene (2007)
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2011), Negative Binomial Regression, Cambridge University Press Hilbe, J. and W. Greene (2008). Count Response Regression Models, in ed. C.R. Rao, J.P Miller, and D.C. Rao, Epidemiology and Medical Statistics, Elsevier Handbook of Statistics Series. London, UK: Elsevier.
Examples
library(MASS)
data(rwm5yr)
glmrp <- glm(docvis ~ outwork + female + age + factor(edlevel), family=poisson, data=rwm5yr)
summary(glmrp)
exp(coef(glmrp))
## Not run:
library(msme)
nb2 <- nbinomial(docvis ~ outwork + female + age + factor(edlevel), data=rwm5yr)
summary(nb2)
exp(coef(nb2))
glmrnb <- glm.nb(docvis ~ outwork + female + age + factor(edlevel), data=rwm5yr)
summary(glmrnb)
exp(coef(glmrnb))
## End(Not run)
ships
Description
Data set used in McCullagh & Nelder (1989), Hardin & Hilbe (2003), and other sources. The data contains values on the number of reported accidents for ships belonging to a company over a given time period. When a ship was constructed is also recorded.
Usage
data(ships)
Format
A data frame with 40 observations on the following 7 variables.
accident
number of shipping accidents
op
1=ship operated 1975-1979;0=1965-74
co.65.69
ship was in construction 1965-1969 (1/0)
co.70.74
ship was in construction 1970-1974 (1/0)
co.75.79
ship was in construction 1975-1979 (1/0)
service
months in service
ship
ship identification : 1-5
Details
ships is saved as a data frame. Count models use accident as the response variable, with log(service) as the offset. ship can be used as a panel identifier.
Source
McCullagh and Nelder, 1989.
References
Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC Hardin, JW and JM Hilbe (2001, 2007), Generalized Linear Models and Extensions, Stata Press McCullagh, P.A, and J. Nelder (1989), Generalized Linear Models, Chapman & Hall
Examples
data(ships)
glmshp <- glm(accident ~ op + co.70.74 + co.75.79 + offset(log(service)),
family=poisson, data=ships)
summary(glmshp)
exp(coef(glmshp))
library(MASS)
glmshnb <- glm.nb(accident ~ op + co.70.74 + co.75.79 + offset(log(service)),
data=ships)
summary(glmshnb)
exp(coef(glmshnb))
## Not run:
library(gee)
shipgee <- gee(accident ~ op + co.70.74 + co.75.79 + offset(log(service)),
data=ships, family=poisson, corstr="exchangeable", id=ship)
summary(shipgee)
## End(Not run)
smoking
Description
A simple data set with only 6 observations.
Usage
data(smoking)
Format
A data frame with 6 observations on the following 4 variables.
sbp
systolic blood pressure of subject
male
1=male; 0=female
smoker
1=hist of smoking; 0= no hist of smoking
age
age of subject
Details
smoking is saved as a data frame.
Source
none
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press
Examples
sbp <- c(131,132,122,119,123,115)
male <- c(1,1,1,0,0,0)
smoker <- c(1,1,0,0,1,0)
age <- c(34,36,30,32,26,23)
summary(reg1 <- lm(sbp~ male+smoker+age))
titanic
Description
The data is an observation-based version of the 1912 Titanic passenger survival log,
Usage
data(titanic)
Format
A data frame with 1316 observations on the following 4 variables.
class
a factor with levels
1st class
2nd class
3rd class
crew
age
a factor with levels
child
adults
sex
a factor with levels
women
man
survived
a factor with levels
no
yes
Details
titanic is saved as a data frame. Used to assess risk ratios
Source
Found in many other texts
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
data(titanic)
titanic$survival <- titanic$survived == "yes"
glmlr <- glm(survival ~ age + sex + factor(class), family=binomial, data=titanic)
summary(glmlr)
titanicgrp
Description
The data is an grouped version of the 1912 Titanic passenger survival log,
Usage
data(titanicgrp)
Format
A data frame with 12 observations on the following 5 variables.
survive
number of passengers who survived
cases
number of passengers with same pattern of covariates
age
1=adult; 0=child
sex
1=Male; 0=female
class
ticket class 1= 1st class; 2= second class; 3= third class
Details
titanicgrp is saved as a data frame. Used to assess risk ratios
Source
Found in many other texts
References
Hilbe, Joseph M (2014), Modeling Count Data, Cambridge University Press Hilbe, Joseph M (2007, 2011), Negative Binomial Regression, Cambridge University Press Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
Examples
library(MASS)
library(msme)
data(titanicgrp)
glmlr <- glm(survive ~ age + sex + factor(class) + offset(log(cases)),
family=poisson, data=titanicgrp)
summary(glmlr)
exp(coef(glmlr))
lcases <- titanicgrp$cases
nb2o <- nbinomial(survive ~ age + sex + factor(class),
formula2 =~ age + sex,
offset = lcases,
mean.link="log",
scale.link="log_s",
data=titanicgrp)
summary(nb2o)
exp(coef(nb2o))