## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(subsampling) ## ----------------------------------------------------------------------------- set.seed(2) N <- 2 * 1e4 beta0 <- c(-6, -rep(0.5, 6)) d <- length(beta0) - 1 X <- matrix(0, N, d) corr <- 0.5 sigmax <- corr ^ abs(outer(1:d, 1:d, "-")) X <- MASS::mvrnorm(n = N, mu = rep(0, d), Sigma = sigmax) Y <- rbinom(N, 1, 1 - 1 / (1 + exp(beta0[1] + X %*% beta0[-1]))) print(paste('N: ', N)) print(paste('sum(Y): ', sum(Y))) n.plt <- 200 n.ssp <- 1000 data <- as.data.frame(cbind(Y, X)) colnames(data) <- c("Y", paste("V", 1:ncol(X), sep="")) formula <- Y ~ . ## ---- eval = FALSE------------------------------------------------------------ # ssp.relogit( # formula, # data, # subset = NULL, # n.plt, # n.ssp, # criterion = "optL", # likelihood = "logOddsCorrection", # control = list(...), # contrasts = NULL, # ... # ) ## ----------------------------------------------------------------------------- n.plt <- 200 n.ssp <- 600 ssp.results <- ssp.relogit(formula = formula, data = data, n.plt = n.plt, n.ssp = n.ssp, criterion = 'optA', likelihood = 'logOddsCorrection' ) ## ----------------------------------------------------------------------------- names(ssp.results) ## ----------------------------------------------------------------------------- summary(ssp.results)