glm.control {stats} | R Documentation |
Auxiliary function as user interface for glm
fitting.
Typically only used when calling glm
or glm.fit
.
glm.control(epsilon = 1e-8, maxit = 25, trace = FALSE)
epsilon |
positive convergence tolerance ε; the iterations converge when |dev - devold|/(|dev| + 0.1) < ε. |
maxit |
integer giving the maximal number of IWLS iterations. |
trace |
logical indicating if output should be produced for each iteration. |
If epsilon
is small, it is also used as the tolerance for the
least squares solution.
When trace
is true, calls to cat
produce the
output for each IWLS iteration. Hence, options(digits = *)
can be used to increase the precision, see the example.
A list with the arguments as components.
Hastie, T. J. and Pregibon, D. (1992) Generalized linear models. Chapter 6 of Statistical Models in S eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.
glm.fit
, the fitting procedure used by
glm
.
### A variation on example(glm) : ## Annette Dobson's example ... counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9) treatment <- gl(3,3) oo <- options(digits = 12) # to see more when tracing : glm.D93X <- glm(counts ~ outcome + treatment, family=poisson(), trace = TRUE, epsilon = 1e-14) options(oo) coef(glm.D93X) # the last two are closer to 0 than in ?glm's glm.D93