Family functions for glmmTMB
nbinom2(link = "log")
nbinom1(link = "log")
nbinom12(link = "log")
compois(link = "log")
truncated_compois(link = "log")
genpois(link = "log")
truncated_genpois(link = "log")
truncated_poisson(link = "log")
truncated_nbinom2(link = "log")
truncated_nbinom1(link = "log")
beta_family(link = "logit")
betabinomial(link = "logit")
tweedie(link = "log")
skewnormal(link = "identity")
lognormal(link = "log")
ziGamma(link = "inverse")
t_family(link = "identity")
ordbeta(link = "logit")
bell(link = "log")
Arguments
link
: (character) link function for the conditional mean ("log", "logit", "probit", "inverse", "cloglog", "identity", or "sqrt")
Returns
returns a list with (at least) components - family: length-1 character vector giving the family name
-
link: length-1 character vector specifying the link function
-
variance: a function of either 1 (mean) or 2 (mean and dispersion parameter) arguments giving a value proportional to the predicted variance (scaled by sigma(.)
)
Details
If specified, the dispersion model uses a log link; additional family parameters (Student-t df, Tweedie power parameters, ordered beta cutpoints, skew-normal skew parameters, etc.) use various link functions and are accessible via family_params
. Denoting the variance as V, the dispersion parameter as phi=exp(eta) (where eta is the linear predictor from the dispersion model), and the predicted mean as mu:
- gaussian: (from base R): constant V=phi2
- Gamma: (from base R) phi is the shape parameter. V=mu∗phi
- ziGamma: a modified version of
Gamma
that skips checks for zero values, allowing it to be used to fit hurdle-Gamma models
- nbinom2: Negative binomial distribution: quadratic parameterization (Hardin & Hilbe 2007). V=mu∗(1+mu/phi)=mu+mu2/phi.
- nbinom1: Negative binomial distribution: linear parameterization (Hardin & Hilbe 2007). V=mu∗(1+phi). Note that the phi parameter has opposite meanings in the
nbinom1
and nbinom2
families. In nbinom1
overdispersion increases with increasing phi
(the Poisson limit is phi=0
); in nbinom2
overdispersion decreases with increasing phi
(the Poisson limit is reached as phi
goes to infinity).
- nbinom12: Negative binomial distribution: mixed linear/quadratic, as in the
DESeq2
package or as described by Lindén and Mäntyniemi (2011). V=mu∗(1+phi+mu/psi). (In Lindén and Mäntyniemi's parameterization, omega=phi and theta=1/psi.) If a dispersion model is specified, it applies only to the linear (phi
) term.
- truncated_nbinom2: Zero-truncated version of nbinom2: variance expression from Shonkwiler 2016. Simulation code (for this and the other truncated count distributions) is taken from C. Geyer's functions in the
aster
package; the algorithms are described in this vignette.
- compois: Conway-Maxwell Poisson distribution: parameterized with the exact mean (Huang 2017), which differs from the parameterization used in the
COMPoissonReg
package (Sellers & Shmueli 2010, Sellers & Lotze 2015). V=mu∗phi.
- genpois: Generalized Poisson distribution (Consul & Famoye 1992). V=mu∗exp(eta). (Note that Consul & Famoye (1992) define phi differently.) Our implementation is taken from the
HMMpa
package, based on Joe and Zhu (2005) and implemented by Vitali Witowski.
- beta: Beta distribution: parameterization of Ferrari and Cribari-Neto (2004) and the
betareg
package (Cribari-Neto and Zeileis 2010); V=mu∗(1−mu)/(phi+1)
- betabinomial: Beta-binomial distribution: parameterized according to Morris (1997). V=mu∗(1−mu)∗(n∗(phi+n)/(phi+1))
- tweedie: Tweedie distribution: V=phi∗mupower. The power parameter is restricted to the interval 1<power<2, i.e. the compound Poisson-gamma distribution. Code taken from the
tweedie
package, written by Peter Dunn. The power parameter (designated psi
in the list of parameters) uses the link function qlogis(psi-1.0)
; thus one can fix the power parameter to a specified value using start = list(psi = qlogis(fixed_power-1.0)), map = list(psi =factor(NA))
.
- t_family: Student-t distribution with adjustable scale and location parameters (also called a Pearson type VII distribution). The shape (degrees of freedom parameter) is fitted with a log link; it may be often be useful to fix the shape parameter using
start = list(psi = log(fixed_df)), map = list(psi = factor(NA))
.
- ordbeta: Ordered beta regression from Kubinec (2022); fits continuous (e.g. proportion) data in the closed interval [0,1]. Unlike the implementation in the
ordbeta
package, this family will not automatically scale the data. If your response variable is defined on the closed interval [a,b], transform it to [0,1] via y_scaled <- (y-a)/(b-a)
.
- lognormal: Log-normal, parameterized by the mean and standard deviation on the data scale
- skewnormal: Skew-normal, parameterized by the mean, standard deviation, and shape (Azzalini & Capitanio, 2014); constant V=phi2
- bell: Bell distribution (see Castellares et al 2018).
References
- Azzalini A & Capitanio A (2014). "The skew-normal and related families." Cambridge: Cambridge University Press.
- Castellares F, Ferrari SLP, & Lemonte AJ (2018) "On the Bell Distribution and Its Associated Regression Model for Count Data" Applied Mathematical Modelling 56: 172–85. tools:::Rd_expr_doi("10.1016/j.apm.2017.12.014")
- Consul PC & Famoye F (1992). "Generalized Poisson regression model." Communications in Statistics: Theory and Methods 21:89–109.
- Ferrari SLP, Cribari-Neto F (2004). "Beta Regression for Modelling Rates and Proportions." J. Appl. Stat. 31(7), 799-815.
- Hardin JW & Hilbe JM (2007). "Generalized linear models and extensions." Stata Press.
- Huang A (2017). "Mean-parametrized Conway–Maxwell–Poisson regression models for dispersed counts." Statistical Modelling 17(6), 1-22.
- Joe H & Zhu R (2005). "Generalized Poisson Distribution: The Property of Mixture of Poisson and Comparison with Negative Binomial Distribution." Biometrical Journal 47(2): 219–29. tools:::Rd_expr_doi("10.1002/bimj.200410102") .
- Lindén, A & Mäntyniemi S. (2011). "Using the Negative Binomial Distribution to Model Overdispersion in Ecological Count Data." Ecology 92 (7): 1414–21. tools:::Rd_expr_doi("10.1890/10-1831.1") .
- Morris W (1997). "Disentangling Effects of Induced Plant Defenses and Food Quantity on Herbivores by Fitting Nonlinear Models." American Naturalist 150:299-327.
- Kubinec R (2022). "Ordered Beta Regression: A Parsimonious, Well-Fitting Model for Continuous Data with Lower and Upper Bounds." Political Analysis. doi:10.1017/pan.2022.20.
- Sellers K & Lotze T (2015). "COMPoissonReg: Conway-Maxwell Poisson (COM-Poisson) Regression". R package version 0.3.5. https://CRAN.R-project.org/package=COMPoissonReg
- Sellers K & Shmueli G (2010) "A Flexible Regression Model for Count Data." Annals of Applied Statistics 4(2), 943–61. tools:::Rd_expr_doi("10.1214/09-AOAS306") .
- Shonkwiler, J. S. (2016). "Variance of the truncated negative binomial distribution." Journal of Econometrics 195(2), 209–210. tools:::Rd_expr_doi("10.1016/j.jeconom.2016.09.002") .