Yes, data is extremely skewed (as all AIDS behavioral data).
Thank you very much for time and solutions!
2011/3/13 Achim Zeileis <achim.zeil...@uibk.ac.at>
> Ben,
>
> thanks for your analysis...I also just sent a message with some similar
> (and some different) ideas.
>
>
> On Sun, 13 Mar 2011, Ben Bolker wrote:
>
> The problem seems to be that the algorithm for coming up with a
>> starting guess for the phi (dispersion) parameter is getting a negative
>> number.
>>
>
> Yes, as I had written earlier today for the regression on an intercept
> only.
>
>
> It's not all that easy to figure this out ...
>>
>
> Indeed. I've already added a better warning and an ad hoc workaround to the
> devel version of betareg.
>
> thx,
> Z
>
>
> The data set is a
>> little bit nasty (lots of points stacked on the equivalent of (0,0)),
>> but not pathological.
>> I'm cc'ing the maintainer of the package --
>>
>> adding the lines
>>
>> if (sum(phi_y)<0) {
>> stop("bad estimated start value for phi: consider setting start
>> values manually\n",
>> "(see ?betareg.control)\n",
>> "Estimated starting values for
>> mean:\n",paste(beta,collapse=","))
>> }
>>
>> at line 162 of betareg.R in the current CRAN version provides
>> a more informative error message in this case.
>>
>> See below for solutions.
>> =============
>>
>>
>> results <- read.csv2("betareg_tmp.csv")
>> results$drugcat <- cut(results$drug,c(0,0.005,0.06,0.17))
>> table(results$drug)
>> table(results$alcoh)
>> table(results$cond)
>> ## shows that fairly large fractions of the data are
>> ## in the lowest category:
>> ## 165/209=0.001 'drug'
>> ## 54/209=0.001 'alcoh'
>> ## 38/209=0.001 'cond'
>> ## so this will be a fairly challenging problem in any case
>>
>> library(ggplot2)
>>
>> ggplot(results,aes(x=alcoh,y=cond))+stat_sum(aes(size=..n..),alpha=0.7)+
>> facet_wrap(~drugcat)+theme_bw()
>>
>>
>> library(betareg)
>> ## set phi link to logarithmic
>> ## basic problem (digging through betareg.fit etc.) is
>> ## that initial estimate of phi, based on
>> ## linear model of logit(cond) ~ alcoh + cond, is NEGATIVE ...
>> ## doesn't seem to be any way to override this starting value
>> ## brute force
>>
>> try(gyl<-betareg(cond ~ alcoh + drug, data=results,
>> link.phi="log"))
>>
>> ## pick through, debugging ... find starting values used
>>
>> svec <- c(-1.6299469,0.8048446,1.7071124,0)
>> gyl<-betareg(cond ~ alcoh + drug, data=results,
>> link.phi="log",
>> control=betareg.control(start=svec))
>>
>> ## would work fine with more generic starting values
>>
>> svec2 <- c(qlogis(mean(results$cond)),0,0,0)
>> gyl2<-betareg(cond ~ alcoh + drug, data=results,
>> link.phi="log",
>> control=betareg.control(start=svec2))
>>
>> ## before I got that to work, I also tried this (which
>> ## will be slower and less efficient but is a useful
>> ## alternative
>>
>> library(bbmle)
>>
>> ## define a variant parameterization of the beta distribution with
>> ## m=a/(a+b), phi=(a+b)
>> dbeta2 <- function(x,m,phi,log=FALSE) {
>>
>> a <- m*phi
>> b <- phi*(1-m)
>> dbeta(x,shape1=a,shape2=b,log=log)
>> }
>>
>> m1 <- mle2(cond~dbeta2(m=plogis(mu),phi=exp(logphi)),
>> parameters=list(mu~alcoh+drug),
>> data=results,
>> start=list(mu=qlogis(mean(results$cond)),logphi=0))
>> summary(m1)
>> p1 <- profile(m1)
>> plot(p1,show.points=TRUE)
>> confint(p1)
>> confint(m1,method="quad") ## not much difference
>>
>> coef(m1)
>> coef(gyl)
>>
>> On 11-03-13 12:59 PM, Vlatka Matkovic Puljic wrote:
>>
>>> Sorry, here is my data (attached).
>>>
>>> 2011/3/12 Ben Bolker <bbol...@gmail.com <mailto:bbol...@gmail.com>>
>>>
>>> Vlatka Matkovic Puljic <v.matkovic.puljic <at> gmail.com
>>> <http://gmail.com>> writes:
>>>
>>> >
>>> > That was also my first thought.
>>> > But I guess it has something to do with W and phihat
>>> > (which I'm struggling to check
>>>
>>> Again, it would help to post a reproducible example ...
>>> hard to debug/diagnose by remote control. If you can't
>>> possibly post the data to the list, or put them on a web
>>> site somewhere, or randomize them a bit so you're not
>>> giving anything away, or find a simulated example that
>>> shows the same problem, you could as a last resort send them
>>> to me.
>>>
>>> Ben Bolker
>>>
>>> ______________________________________________
>>> R-help@r-project.org <mailto:R-help@r-project.org> mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>>
>>>
>>> --
>>> **************************
>>> Vlatka Matkovic Puljic
>>> +32/ 485/ 453340
>>>
>>>
>>
>>
> ______________________________________________
>
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
**************************
Vlatka Matkovic Puljic
+32/ 485/ 453340
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