Specify Formulae in a Random Effects HHH Model
The special functions
ri are used to specify
unit-specific effects of covariates and random intercept terms,
respectively, in the component formulae of
an expression like
sin(2*pi*t/52)involving the time variable
t, or just
1for an intercept. In general this covariate expression might use any variables contained in the
control$dataargument of the parent
logical indicating if the effect of
xshould be unit-specific. This is a convenient shortcut for
which = rep(TRUE, nUnits), where
nUnitsis the number of units (i.e., columns of the
vector of logicals indicating which unit(s) should get an unit-specific parameter. For units with a
FALSEvalue, the effect term for
xwill be zero in the log-linear predictor. Note especially that setting a
FALSEvalue for the intercept term of a unit, e.g.,
ar = list(f = ~-1 + fe(1, which=c(TRUE, FALSE)))in a bivariate
hhh4model, does not mean that the (autoregressive) model component is omitted for this unit, but that \(\log(\lambda_1) = \alpha_1\) and \(\log(\lambda_2) = 0\), which is usually not of interest. ATM, omitting an autoregressive effect for a specific unit is not possible.
which=NULL, the parameter is assumed to be the same for all units.
initial values (on internal scale!) for the fixed effects used for optimization. The default (
NULL) means to use zeroes.
random intercepts either follow an IID or a CAR model.
whether random effects in different components (such as
end) should be correlated or not.
initial value for the random intercept mean.
initial values (on internal scale!) for the variance components used for optimization.
initial values (on internal scale!) for the random effects used for optimization. The default
NULLare random numbers from a normal distribution with zero mean and variance 0.001.
hhh4 model specifications in
vignette("hhh4_spacetime") or on the help page of