rregressiongnm

Nonlinear term with unknown in R


I have a logistic regression using glm and I would like to add a term of the form

c1(k+ac2)/(t+c2)

where k and t are columns in a data frame, a is a constant. I would like R to find best-fit values for c1 and c2. Is this possible?

If I only wanted a fixed value, say c2 = 2,

c1(k+2a)/(t+2)

I could just write

glm( model$y ~ I((model$k + 2*a)/(model$t + 2)) + model$otherterms,
  family = binomial(logit) )

which is similar to what I am doing now. But I don't think that 2 is optimal and iterating 'manually' is very time-consuming.


Solution

  • You can use function gnm from package gnm.

    gnm(y~Mult(1, # c1
               offset(k)+1,# c3=a*c2 
               Inv(offset(t)+1)) # c2
               +other terms, 
        family=binomial, 
        data=models)
    

    EDIT (solution for constrained coefficients)

    term_fun <- function(predLabels, varLabels){
                         paste0(predLabels[1],"*(",varLabels[1],
                                "+",predLabels[2],"*3)/(", # a=3 for example
                                varLabels[2],"+", predLabels[3],")")}
    
      Ratio <- function(t,x){
       list(predictors = list(C1 = 1, C2 = 1),
            variables = list(substitute(t), substitute(x)),
            term = term_fun)
      }
      class(Ratio) <- "nonlin"
    
      fit <- gnm(Y~Ratio(k,t), data=models, family=binomial)