help estimation options
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Title
[R] estimation options -- Estimation options
Description
This entry describes the options common to many estimation commands. Not
all the options documented below work with all estimation commands. See
the documentation for the particular estimation command; if an option is
listed there, it is applicable.
Options
+-------+
----+ Model +------------------------------------------------------------
noconstant suppresses the constant term (intercept) in the model.
offset(varname) specifies that varname be included in the model with the
coefficient constrained to be 1.
exposure(varname) specifies a variable that reflects the amount of
exposure over which the depvar events were observed for each
observation; ln(varname) with coefficient constrained to be 1 is
entered into the log-link function.
constraints(numlist|matname) specifies the linear constraints to be
applied during estimation. The default is to perform unconstrained
estimation. See [R] reg3 for the use of constraints in
multiple-equation contexts.
constraints(numlist) specifies the constraints by number after they
have been defined by using the constraint command; see [R]
constraint. Some commands (for example, slogit) allow only
constraints(numlist).
constraints(matname) specifies a matrix containing the constraints;
see [P] makecns.
constraints(clist) is used by some estimation commands, such as
mlogit, where clist has the form #[-#][,#[-#] ... ].
collinear specifies that the estimation command not omit collinear
variables. Usually, there is no reason to leave collinear variables
in place, and, in fact, doing so usually causes the estimation to
fail because of the matrix singularity caused by the collinearity.
However, with certain models, the variables may be collinear, yet the
model is fully identified because of constraints or other features of
the model. In such cases, using the collinear option allows the
estimation to take place, leaving the equations with collinear
variables intact. This option is seldom used.
force specifies that estimation be forced even though the time variable
is not equally spaced. This is relevant only for correlation
structures that require knowledge of the time variable. These
correlation structures require that observations be equally spaced so
that calculations based on lags correspond to a constant time change.
If you specify a time variable indicating that observations are not
equally spaced, the (time dependent) model will not be fit. If you
also specify force, the model will be fit, and it will be assumed
that the lags based on the data ordered by the time variable are
appropriate.
+-------------+
----+ Correlation +------------------------------------------------------
corr(correlation) specifies the within-group correlation structure; the
default corresponds to the equal-correlation model,
corr(exchangeable).
When you specify a correlation structure that requires a lag, you
indicate the lag after the structure's name with or without a blank;
e.g., corr(ar 1) or corr(ar1).
If you specify the fixed correlation structure, you specify the name
of the matrix containing the assumed correlations following the word
fixed, e.g., corr(fixed myr).
+-----------+
----+ Reporting +--------------------------------------------------------
level(#) specifies the confidence level, as a percentage, for confidence
intervals. The default is level(95) or as set by set level.
noskip specifies that a full maximum-likelihood model with only a
constant for the regression equation be fit. This model is not
displayed but is used as the base model to compute a likelihood-ratio
test for the model test statistic displayed in the estimation header.
By default, the overall model test statistic is an asymptotically
equivalent Wald test of all the parameters in the regression equation
being zero (except the constant). For many models, this option can
substantially increase estimation time.
nocnsreport specifies that no constraints be reported. The default is to
display user-specified constraints above the coefficient table.
noomitted specifies that variables that were omitted because of
collinearity not be displayed. The default is to include in the
table any variables omitted because of collinearity and to label them
as "(omitted)".
vsquish specifies that the blank space separating factor-variable terms
or time-series-operated variables from other variables in the model
be suppressed.
noemptycells specifies that empty cells for interactions of factor
variables not be displayed. The default is to include in the table
interaction cells that do not occur in the estimation sample and to
label them as "(empty)".
baselevels and allbaselevels control whether the base levels of factor
variables and interactions are displayed. The default is to exclude
from the table all base categories.
baselevels specifies that base levels be reported for factor
variables and for interactions whose bases cannot be inferred
from their component factor variables.
allbaselevels specifies that all base levels of factor variables and
interactions be reported.
+-------------+
----+ Integration +------------------------------------------------------
intmethod(intmethod) specifies the integration method to be used for the
random-effects model. It accepts one of three arguments:
mvaghermite, the default, performs mean and variance adaptive
Gauss-Hermite quadrature first on every and then on alternate
iterations; aghermite performs mode and curvature adaptive
Gauss-Hermite quadrature on the first iteration only; ghermite
performs nonadaptive Gauss-Hermite quadrature.
intpoints(#) specifies the number of integration points to use for
integration by quadrature. The default is intpoints(12); the maximum
is intpoints(195). Increasing this value improves accuracy but also
increases computation time. Computation time is roughly proportional
to its value.
The following option is not shown in the dialog box:
coeflegend specifies that the legend of the coefficients and how to
specify them in an expression be displayed rather than the
coefficient table.
Also see
Manual: [R] estimation options
Help: [I] estimation commands
