HGDISPLAY procedure

Displays results from a hierarchical or double hierarchical generalized linear model analysis (R.W. Payne, Y. Lee, J.A. Nelder & M. Noh).


Options

PRINT = strings
Controls printed output (model, fixedestimates, randomestimates, dispersionestimates, likelihoodstatistics, deviance, fittedvalues); default *

SEMETHOD = string
Method to use to calculate the se's for the dispersion estimates (approximate, profilelikelihood); default appr

DMETHOD = string
Method to use for the adjusted profile likelihood when calculating the likelihood statistics (choleski, lrv); default chol

SAVE = pointer
Save structure (from HGANALYSE) to provide details of the analysis; if omitted, output is from the most recent analysis


No parameters


Description

HGDISPLAY is one of several procedures with the prefix HG, which provide tools for fitting the hierarchical and double hierarchical generalized linear models (HGLMs and DHGLMs) defined by Lee & Nelder (1996, 2001, 2006). The models are defined by the HGFIXEDMODEL, HGRANDOMMODEL and HGDRANDOMMODEL procedures, and fitted by the HGANALYSE procedure. HGDISPLAY allows you to display further output from the analysis.

   The PRINT option specifies what output is required, with settings:

    model
details of the model that has been fitted;

    fixedestimates
estimates of the fixed effects in the HGLM;

    randomestimates
estimates of the random effects in the HGLM;

    dispersionestimates
estimates of the parameters in the dispersion models;

    likelihoodstatistics
likelihood statistics for assessing the models;

    deviance
scaled deviances for assessing goodness of fit;

    fittedvalues
table with unit number, response variable, fitted values, residuals and leverages.

The SEMETHOD option specifies which method to use to calculate standard errors for the estimated parameters of the dispersion models. The default, approximate, method is efficient to compute, but it may show downwards bias. However, the alternative profilelikelihood method can be very time-consuming. The DMETHOD option controls the method used to calculate the adjusted profile likelihood during the calculation of the likelihood statistics. The default Choleski method is fastest. The lrv method provides a more robust alternative to use if Cholesky fails.

 

Options: PRINT, SEMETHOD, DMETHOD, SAVE.

Parameters: none.


Method

The output is mainly produced using RDISPLAY.


References

Lee, Y., & Nelder, J.A. (1996). Hierarchical generalized linear models (with discussion). Journal of the Royal Statistical Society, Series B, 58, 619-678.

Lee, Y., & Nelder, J.A. (2001). Hierarchical generalized linear models: a synthesis of generalised linear models, random-effect models and structured dispersions. Biometrika, 88, 987-1006.

Lee, Y. & Nelder, J.A. (2006). Double hierarchical generalized linear models (with discussion). Appl. Statist., 55, 139-185.