cat(crayon::yellow("\ntest neg.bin.1 by negbin[2]:\n")) # Here 'negbin1' denotes the case where the variance of the negbin is a linear function of the mean. # This can be represented as a Poisson-Gamma mixture model with heteroscedastic independent Gamma random effects. # Let mu_negbin|u := mu_pois * u for u ~Gamma(mean 1 and variance vg) # Then the marginal mu_negbin = mu_pois, and the marginal variance of the negbin is mu_pois*(1+mu_pois*vg). # We let vg=disp/mu_pois so that the variance of the negbin is mu_pois*(1+disp) # We fit this through a random effect (wei-1|id) with 'prior weights' wei=1/sqrt(mu_pois). # The estimated lambda parameter of the Gamma random effect is then disp. # The main limitation of this approach may be that the computation burden of the ad-hoc random effect increases marked with nobs. if (spaMM.getOption("example_maxtime")>1) { set.seed(123) nobs <- 400 X <- cbind(1,env=runif(nobs)-0.5) etafix <- X %*% c(2,2) mufix <- exp(etafix) disp <- 2 vargamma <- disp/mufix mu <- mufix*rgamma(nobs,shape=1/vargamma,scale=vargamma) wei <- rep(1,nobs) dat <- data.frame(y=rpois(nobs,lambda=mu),env=X[,"env"], id=seq(nobs), # defines the independent Gamma random effects for the Poisson-Gamma mixture wei=wei) { # Initialization mfit <- fitme(y~env+(wei-1|id),family=poisson(), rand.family=list(Gamma(log)), data=dat) sqmu <- sqrt(predict(mfit,re.form=NA)[,1]) ## re.form should include all random effects except the ad-hoc Gamma one wei <- 1/sqmu # it might be useful to normalize weights to normalize variance, # but the interpretation of the lambda estimate would then bemodified dat$wei <- wei it <- 0L # iterations while (it <100) { mfit <- fitme(y~env+(wei-1|id),family=poisson(), rand.family=list(Gamma(log)), data=dat) sqmu <- sqrt(predict(mfit,re.form=NA)[,1]) ## re.form as above wei <- 1/sqmu convcrit <- max(abs(range(wei-dat$wei))) ## convergence criterion is convergence of predictions print(paste("iter",it,":",convcrit," ",logLik(mfit))) if (convcrit <1e-3) break() it <- it+1L dat$wei <- wei } testthat::test_that("Whether test neg.bin.1 by negbin[2] had normal termination", testthat::expect_true(abs(mfit$lambda[1]-1.47105020738)<1e-8)) # test depends on logL_tol ## estimation of the Gamma variance is not precise, but approaches disp=2 in larger samples } simulate(mfit) }