Fitting paired comparison models in R

Reinhold Hatzinger, Brian Francis

    Publikation: Working/Discussion PaperWU Working Paper

    Abstract

    Paired comparison models in loglinear form are generalised linear models and can be fitted using the IWLS algorithm. Unfortunately, the design matrices can become very large and thus a method is needed to reduce computational load (relating to both space and time). This paper discusses an algorithm for fitting loglinear paired comparison models in the presence of many nuisance parameters which is based on partition rules for symmetric matrices and takes advantage of the special structure of the design matrix in Poisson loglinear models. The algorithm is implemented as an R function. Some simple examples illustrate its use for fitting both paired comparison models and (multinomial) logit models. (author's abstract)
    OriginalspracheEnglisch
    PublikationsstatusVeröffentlicht - 1 Aug. 2004

    Publikationsreihe

    NameResearch Report Series / Department of Statistics and Mathematics
    Nr.3

    WU Working Paper Reihe

    • Research Report Series / Department of Statistics and Mathematics

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