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serp

Smooth Effects on Response Penalty for CLM

A regularization method for the cumulative link models (CLM). The ‘serp’ function applies the ‘smooth-effect-on-response penalty’ (SERP) on the estimates of the general CLM, enabling all subject-specific effects associated with each variable in the model to shrink towards a unique global effect.

Example

Consider the cumulative logit model of the wine dataset, where the rating of wine bitterness is predicted with the two treatment factors, temperature and contact.

## The unpenalized non-proportional odds model returns unbounded
## parameter estimates.
m1 <- serp(rating ~ temp + contact, slope = "unparallel",
           reverse = TRUE, link = "logit", data = wine)
summary(m1)
 

## Using SERP with the deviance tuning, for instance,  returns 
## the model along parameter shrinkage at which the total 
## residual deviance is minimal and stable parameter estimates 
## too.
m2 <- serp(rating ~ temp + contact, slope = "penalize",
           reverse = TRUE, link = "logit", tuneMethod = "deviance",
           data = wine)
predict(m2, type='response')

## A user-supplied discrete lambda grid could be alternatively
## used for the deviance and cv methods.
m3 = serp(rating ~ temp + contact, slope = "penalize",
          reverse = TRUE, link = "logit", tuneMethod = "deviance",
          lambdaGrid = 10^seq(10, -2, length.out=10), data = wine)
confint(m3)


## A penalized partial proportional odds model is obtained by
## setting some variable(s) as global effect(s).
m4 <- serp(rating ~ temp + contact, slope = "penalize",
           reverse = TRUE, link = "logit", tuneMethod = "deviance",
           globalEff = ~ temp, data = wine)
errorMetrics(m4)

Installing:

## install.packages("devtools")
devtools::install_github("ejikeugba/serp")

Loading:

```R library(serp)