#Comandos para reproduzir as análises do Exemplo 2, parte 1 (dados originais), pp.94-101, de #Poleto, F.Z. (2006). Análise de dados categorizados com omissão. Dissertação de mestrado. Instituto de Matemática e Estatística, Universidade de São Paulo. #OBS.: Os comandos deste arquivo funcionam no R 2.6.2 com o pacote geoR 1.6-21 e sua dependência sp 0.9-25. #Nas versões seguintes, a função .nlmP do geoR aparentemente não está mais disponível para ser utilizada e, então, esses comandos #teriam que ser substituídos por outros como constrOptim, optim ou nlm. #No Windows, basta baixar http://cran.r-project.org/bin/windows/base/old/2.6.2/R-2.6.2-win32.exe e, depois de instalá-lo e abrir o R, #peça para instalar o pacote geoR (menu "Pacotes" > opção "Instalar pacote(s)..." > escolha algum espelho > OK > geoR > OK), #que ele automaticamente instalará o geoR 1.6-21 e sua dependência sp 0.9-25. #As funções estão disponíveis em http://www.poleto.com/missing.html, ou pode-se carregá-las diretamente usando o comando source("http://www.poleto.com/Catdata.r") TF<-rbind(c(167,17,19,10,1,3,52,10,11, 176,24,121, 28,10,12), c(120,22,19, 8,5,1,39,12,12, 103, 3, 80, 31, 8,14)) padroes<-t(rep(1,2))%x%cbind(diag(9),diag(3)%x%rep(1,3), rep(1,3)%x%diag(3)) classes<-rep(1,2)%x%t(c(9,3,3)) E<-rbind(c(1,-1,0),c(0,1,-1)) A<-diag(2)%x%(E%x%E) UL<-diag(2)%x%cbind(rep(0,3),diag(3)) #Intervalos para o melhor-pior caso apresentados na Tabela 3.1 (veja as Tabelas B.1, B.2 e B.3 no Apêndice B.1) #Alocação A, Limites superiores para (\omega_{11(1)},\omega_{22(1)},\omega_{11(2)},\omega_{22(2)}) log(c(371*35/(10*17),35*144/(10*3),254*16/(8*22),16*106/(12*1))) #Alocação B, Limites inferiores para (\omega_{11(1)},\omega_{11(2)}) log(c(167*1/(62*203),120*5/(42*133))) #Alocação C, Limites inferiores para (\omega_{22(1)},\omega_{22(2)}) log(c(1*11/(141*39),5*12/(100*18))) #Alocação D, Limites inferiores para (\omega_{12(1)},\omega_{21(1)},\omega_{12(2)},\omega_{21(2)}) log(c(17*3/(35*207),10*10/(201*35),22*1/(16*136),8*12/(150*16))) #Alocação E, Limites superiores para (\omega_{12(1)},\omega_{12(2)}) log(c(203*39/(1*19),133*18/(5*19))) #Alocação F, Limites superiores para (\omega_{21(1)},\omega_{21(2)}) log(c(62*141/(52*1),42*100/(39*5))) catdata.acc<-readCatdata(TF=TF[,1:9]) loglin.acc<-funlinWLS(model=c("lin","log"),obj=catdata.acc,A1=A,XL=rep(1,8)) summary(loglin.acc) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, ACC funlinWLS(model=c("lin","log"),obj=catdata.acc,A1=A,UL=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, ACC catdata<-readCatdata(TF=TF,Zp=padroes[,-c(1:9,16:24)],Rp=classes[,-1]) mcar.ml<-satMarML(catdata,missing="MCAR") mar.ml<-satMarML(catdata) mar.ml #Estatística de razão de verossimilhanças, MCAR, Tabela 3.2 mcar.ml$yst #Tabela 3.3, MCAR, t=1,2,3 mar.ml$yst #Tabela 3.3, MAR, t=1,2,3 rbind(mcar.ml$yst$st1.1+mcar.ml$yst$st1.2+mcar.ml$yst$st1.3,mcar.ml$yst$st2.1+mcar.ml$yst$st2.2+mcar.ml$yst$st2.3) #Tabela 3.3, MCAR, Total rbind(mar.ml$yst$st1.1+mar.ml$yst$st1.2+mar.ml$yst$st1.3,mar.ml$yst$st2.1+mar.ml$yst$st2.2+mar.ml$yst$st2.3) #Tabela 3.3, MAR, Total loglin.mar<-funlinWLS(model=c("lin","log"),obj=mar.ml,A1=A,XL=rep(1,8)) summary(loglin.mar) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MCAR/MAR* #*Segundo explicado em (2.21), as matrizes (estimadas) de informação observada sob MCAR e MAR e de informação de Fisher sob MAR são todas iguais sob o modelo estrutural saturado funlinWLS(model=c("lin","log"),obj=mar.ml,A1=A,UL=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MCAR/MAR library(geoR) sat.lv<-sum(TF*log(TF/rowSums(TF))) #log-verossimilhança sob modelo saturado b<-kronecker(rep(1,2),c(rep(0,8),1)) B<-kronecker(diag(2),rbind(diag(8),rep(-1,8))) #menos log-verossimilhança do modelo MNAR1, saturado mnar1.mlv<-function(p,fr=TF){ # p=(pi11(1),...,pi33(2),a2(11),a2(21),a2(31),a3(11),a3(21),a3(31),a2(12),a2(22),a2(32),a3(12),a3(22),a3(32)) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a2.1.1<-p[17];a2.2.1<-p[18];a2.3.1<-p[19] a3.1.1<-p[20];a3.2.1<-p[21];a3.3.1<-p[22] a2.1.2<-p[23];a2.2.2<-p[24];a2.3.2<-p[25] a3.1.2<-p[26];a3.2.2<-p[27];a3.3.2<-p[28] value<- -( fr[1,1]*log(pi11.1*(1-a2.1.1-a3.1.1))+fr[1,2]*log(pi12.1*(1-a2.2.1-a3.1.1))+fr[1,3]*log(pi13.1*(1-a2.3.1-a3.1.1))+ fr[1,4]*log(pi21.1*(1-a2.1.1-a3.2.1))+fr[1,5]*log(pi22.1*(1-a2.2.1-a3.2.1))+fr[1,6]*log(pi23.1*(1-a2.3.1-a3.2.1))+ fr[1,7]*log(pi31.1*(1-a2.1.1-a3.3.1))+fr[1,8]*log(pi32.1*(1-a2.2.1-a3.3.1))+fr[1,9]*log(pi33.1*(1-a2.3.1-a3.3.1))+ fr[1,10]*log(pi11.1*a2.1.1 + pi12.1*a2.2.1 + pi13.1*a2.3.1)+ fr[1,11]*log(pi21.1*a2.1.1 + pi22.1*a2.2.1 + pi23.1*a2.3.1)+ fr[1,12]*log(pi31.1*a2.1.1 + pi32.1*a2.2.1 + pi33.1*a2.3.1)+ fr[1,13]*log(pi11.1*a3.1.1 + pi21.1*a3.2.1 + pi31.1*a3.3.1)+ fr[1,14]*log(pi12.1*a3.1.1 + pi22.1*a3.2.1 + pi32.1*a3.3.1)+ fr[1,15]*log(pi13.1*a3.1.1 + pi23.1*a3.2.1 + pi33.1*a3.3.1)+ fr[2,1]*log(pi11.2*(1-a2.1.2-a3.1.2))+fr[2,2]*log(pi12.2*(1-a2.2.2-a3.1.2))+fr[2,3]*log(pi13.2*(1-a2.3.2-a3.1.2))+ fr[2,4]*log(pi21.2*(1-a2.1.2-a3.2.2))+fr[2,5]*log(pi22.2*(1-a2.2.2-a3.2.2))+fr[2,6]*log(pi23.2*(1-a2.3.2-a3.2.2))+ fr[2,7]*log(pi31.2*(1-a2.1.2-a3.3.2))+fr[2,8]*log(pi32.2*(1-a2.2.2-a3.3.2))+fr[2,9]*log(pi33.2*(1-a2.3.2-a3.3.2))+ fr[2,10]*log(pi11.2*a2.1.2 + pi12.2*a2.2.2 + pi13.2*a2.3.2)+ fr[2,11]*log(pi21.2*a2.1.2 + pi22.2*a2.2.2 + pi23.2*a2.3.2)+ fr[2,12]*log(pi31.2*a2.1.2 + pi32.2*a2.2.2 + pi33.2*a2.3.2)+ fr[2,13]*log(pi11.2*a3.1.2 + pi21.2*a3.2.2 + pi31.2*a3.3.2)+ fr[2,14]*log(pi12.2*a3.1.2 + pi22.2*a3.2.2 + pi32.2*a3.3.2)+ fr[2,15]*log(pi13.2*a3.1.2 + pi23.2*a3.2.2 + pi33.2*a3.3.2) ) value } mnar1.der<-deriv3(~-( o1.1*log(pi11.1*(1-a2.1.1-a3.1.1))+o1.2*log(pi12.1*(1-a2.2.1-a3.1.1))+o1.3*log(pi13.1*(1-a2.3.1-a3.1.1))+ o1.4*log(pi21.1*(1-a2.1.1-a3.2.1))+o1.5*log(pi22.1*(1-a2.2.1-a3.2.1))+o1.6*log(pi23.1*(1-a2.3.1-a3.2.1))+ o1.7*log(pi31.1*(1-a2.1.1-a3.3.1))+o1.8*log(pi32.1*(1-a2.2.1-a3.3.1))+o1.9*log((1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(1-a2.3.1-a3.3.1))+ o1.10*log(pi11.1*a2.1.1 + pi12.1*a2.2.1 + pi13.1*a2.3.1)+ o1.11*log(pi21.1*a2.1.1 + pi22.1*a2.2.1 + pi23.1*a2.3.1)+ o1.12*log(pi31.1*a2.1.1 + pi32.1*a2.2.1 + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*a2.3.1)+ o1.13*log(pi11.1*a3.1.1 + pi21.1*a3.2.1 + pi31.1*a3.3.1)+ o1.14*log(pi12.1*a3.1.1 + pi22.1*a3.2.1 + pi32.1*a3.3.1)+ o1.15*log(pi13.1*a3.1.1 + pi23.1*a3.2.1 + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*a3.3.1)+ o2.1*log(pi11.2*(1-a2.1.2-a3.1.2))+o2.2*log(pi12.2*(1-a2.2.2-a3.1.2))+o2.3*log(pi13.2*(1-a2.3.2-a3.1.2))+ o2.4*log(pi21.2*(1-a2.1.2-a3.2.2))+o2.5*log(pi22.2*(1-a2.2.2-a3.2.2))+o2.6*log(pi23.2*(1-a2.3.2-a3.2.2))+ o2.7*log(pi31.2*(1-a2.1.2-a3.3.2))+o2.8*log(pi32.2*(1-a2.2.2-a3.3.2))+o2.9*log((1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(1-a2.3.2-a3.3.2))+ o2.10*log(pi11.2*a2.1.2 + pi12.2*a2.2.2 + pi13.2*a2.3.2)+ o2.11*log(pi21.2*a2.1.2 + pi22.2*a2.2.2 + pi23.2*a2.3.2)+ o2.12*log(pi31.2*a2.1.2 + pi32.2*a2.2.2 + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*a2.3.2)+ o2.13*log(pi11.2*a3.1.2 + pi21.2*a3.2.2 + pi31.2*a3.3.2)+ o2.14*log(pi12.2*a3.1.2 + pi22.2*a3.2.2 + pi32.2*a3.3.2)+ o2.15*log(pi13.2*a3.1.2 + pi23.2*a3.2.2 + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*a3.3.2) ),c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a2.1.1","a2.2.1","a2.3.1","a3.1.1","a3.2.1","a3.3.1","a2.1.2","a2.2.2","a2.3.2","a3.1.2","a3.2.2","a3.3.2"), c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a2.1.1","a2.2.1","a2.3.1","a3.1.1","a3.2.1","a3.3.1","a2.1.2","a2.2.2","a2.3.2","a3.1.2","a3.2.2","a3.3.2", "o1.1","o1.2","o1.3","o1.4","o1.5","o1.6","o1.7","o1.8","o1.9","o1.10", "o1.11","o1.12","o1.13","o1.14","o1.15", "o2.1","o2.2","o2.3","o2.4","o2.5","o2.6","o2.7","o2.8","o2.9","o2.10", "o2.11","o2.12","o2.13","o2.14","o2.15") ) mnar1.fit<-.nlmP(objfunc=mnar1.mlv,params=c(rep(1/9,16),rep(1/3,12)),lower=rep(0,28),upper=rep(1,28),hessian=TRUE,print.level=0,iterlim=500) -2*(-mnar1.fit$min-sat.lv) #Estatística de razão de verossimilhanças do ajuste do modelo, Tabela 3.2, MNAR1 p<-mnar1.fit$est #Freqüências ampliadas esperadas estimadas, Tabela 3.3, MNAR1 fr<-t(rep(1,15))%x%rowSums(TF) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a2.1.1<-p[17];a2.2.1<-p[18];a2.3.1<-p[19] a3.1.1<-p[20];a3.2.1<-p[21];a3.3.1<-p[22] a2.1.2<-p[23];a2.2.2<-p[24];a2.3.2<-p[25] a3.1.2<-p[26];a3.2.2<-p[27];a3.3.2<-p[28] round(matrix(c( fr[1,1]*(pi11.1*(1-a2.1.1-a3.1.1)), fr[1,2]*(pi12.1*(1-a2.2.1-a3.1.1)), fr[1,3]*(pi13.1*(1-a2.3.1-a3.1.1)), fr[1,4]*(pi21.1*(1-a2.1.1-a3.2.1)), fr[1,5]*(pi22.1*(1-a2.2.1-a3.2.1)), fr[1,6]*(pi23.1*(1-a2.3.1-a3.2.1)), fr[1,7]*(pi31.1*(1-a2.1.1-a3.3.1)), fr[1,8]*(pi32.1*(1-a2.2.1-a3.3.1)), fr[1,9]*(pi33.1*(1-a2.3.1-a3.3.1)), fr[1,10]*c(pi11.1*a2.1.1 , pi12.1*a2.2.1 , pi13.1*a2.3.1), fr[1,11]*c(pi21.1*a2.1.1 , pi22.1*a2.2.1 , pi23.1*a2.3.1), fr[1,12]*c(pi31.1*a2.1.1 , pi32.1*a2.2.1 , pi33.1*a2.3.1), fr[1,13]*c(pi11.1*a3.1.1 , pi21.1*a3.2.1 , pi31.1*a3.3.1), fr[1,14]*c(pi12.1*a3.1.1 , pi22.1*a3.2.1 , pi32.1*a3.3.1), fr[1,15]*c(pi13.1*a3.1.1 , pi23.1*a3.2.1 , pi33.1*a3.3.1), fr[2,1]*(pi11.2*(1-a2.1.2-a3.1.2)), fr[2,2]*(pi12.2*(1-a2.2.2-a3.1.2)), fr[2,3]*(pi13.2*(1-a2.3.2-a3.1.2)), fr[2,4]*(pi21.2*(1-a2.1.2-a3.2.2)), fr[2,5]*(pi22.2*(1-a2.2.2-a3.2.2)), fr[2,6]*(pi23.2*(1-a2.3.2-a3.2.2)), fr[2,7]*(pi31.2*(1-a2.1.2-a3.3.2)), fr[2,8]*(pi32.2*(1-a2.2.2-a3.3.2)), fr[2,9]*(pi33.2*(1-a2.3.2-a3.3.2)), fr[2,10]*c(pi11.2*a2.1.2 , pi12.2*a2.2.2 , pi13.2*a2.3.2), fr[2,11]*c(pi21.2*a2.1.2 , pi22.2*a2.2.2 , pi23.2*a2.3.2), fr[2,12]*c(pi31.2*a2.1.2 , pi32.2*a2.2.2 , pi33.2*a2.3.2), fr[2,13]*c(pi11.2*a3.1.2 , pi21.2*a3.2.2 , pi31.2*a3.3.2), fr[2,14]*c(pi12.2*a3.1.2 , pi22.2*a3.2.2 , pi32.2*a3.3.2), fr[2,15]*c(pi13.2*a3.1.2 , pi23.2*a3.2.2 , pi33.2*a3.3.2) ),ncol=3,byrow=T),2) #Cenários t=3 precisam ser transpostos (linhas 7:9 e 16:18) mnar1.analit<-mnar1.der(p[1],p[2],p[3],p[4],p[5],p[6],p[7],p[8],p[9],p[10],p[11],p[12],p[13],p[14],p[15],p[16],p[17],p[18],p[19],p[20],p[21],p[22],p[23],p[24],p[25],p[26],p[27],p[28], TF[1,1],TF[1,2],TF[1,3],TF[1,4],TF[1,5],TF[1,6],TF[1,7],TF[1,8],TF[1,9],TF[1,10],TF[1,11],TF[1,12],TF[1,13],TF[1,14],TF[1,15], TF[2,1],TF[2,2],TF[2,3],TF[2,4],TF[2,5],TF[2,6],TF[2,7],TF[2,8],TF[2,9],TF[2,10],TF[2,11],TF[2,12],TF[2,13],TF[2,14],TF[2,15]) loglin.mnar1<-funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar1.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar1.analit,"hessian")[1,,])[1:16,1:16]%*%t(B),A1=A,X=rep(1,8)) summary(loglin.mnar1) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MNAR1 funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar1.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar1.analit,"hessian")[1,,])[1:16,1:16]%*%t(B), A1=A,U=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MNAR1 #menos log-verossimilhança do modelo MNAR2, saturado mnar2.mlv<-function(p,fr=TF){ # p=(pi11(1),...,pi33(2),a2(11),a2(21),a2(31),a3(11),a3(21),a3(31),a2(12),a2(22),a2(32),a3(12),a3(22),a3(32)) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a2.1.1<-p[17];a2.2.1<-p[18];a2.3.1<-p[19] a3.1.1<-p[20];a3.2.1<-p[21];a3.3.1<-p[22] a2.1.2<-p[23];a2.2.2<-p[24];a2.3.2<-p[25] a3.1.2<-p[26];a3.2.2<-p[27];a3.3.2<-p[28] value<- -( fr[1,1]*log(pi11.1*(1-a2.1.1-a3.1.1))+fr[1,2]*log(pi12.1*(1-a2.2.1-a3.2.1))+fr[1,3]*log(pi13.1*(1-a2.3.1-a3.3.1))+ fr[1,4]*log(pi21.1*(1-a2.2.1-a3.2.1))+fr[1,5]*log(pi22.1*(1-a2.1.1-a3.1.1))+fr[1,6]*log(pi23.1*(1-a2.2.1-a3.2.1))+ fr[1,7]*log(pi31.1*(1-a2.3.1-a3.3.1))+fr[1,8]*log(pi32.1*(1-a2.2.1-a3.2.1))+fr[1,9]*log(pi33.1*(1-a2.1.1-a3.1.1))+ fr[1,10]*log(pi11.1*a2.1.1 + pi12.1*a2.2.1 + pi13.1*a2.3.1)+ fr[1,11]*log(pi21.1*a2.2.1 + pi22.1*a2.1.1 + pi23.1*a2.2.1)+ fr[1,12]*log(pi31.1*a2.3.1 + pi32.1*a2.2.1 + pi33.1*a2.1.1)+ fr[1,13]*log(pi11.1*a3.1.1 + pi21.1*a3.2.1 + pi31.1*a3.3.1)+ fr[1,14]*log(pi12.1*a3.2.1 + pi22.1*a3.1.1 + pi32.1*a3.2.1)+ fr[1,15]*log(pi13.1*a3.3.1 + pi23.1*a3.2.1 + pi33.1*a3.1.1)+ fr[2,1]*log(pi11.2*(1-a2.1.2-a3.1.2))+fr[2,2]*log(pi12.2*(1-a2.2.2-a3.2.2))+fr[2,3]*log(pi13.2*(1-a2.3.2-a3.3.2))+ fr[2,4]*log(pi21.2*(1-a2.2.2-a3.2.2))+fr[2,5]*log(pi22.2*(1-a2.1.2-a3.1.2))+fr[2,6]*log(pi23.2*(1-a2.2.2-a3.2.2))+ fr[2,7]*log(pi31.2*(1-a2.3.2-a3.3.2))+fr[2,8]*log(pi32.2*(1-a2.2.2-a3.2.2))+fr[2,9]*log(pi33.2*(1-a2.1.2-a3.1.2))+ fr[2,10]*log(pi11.2*a2.1.2 + pi12.2*a2.2.2 + pi13.2*a2.3.2)+ fr[2,11]*log(pi21.2*a2.2.2 + pi22.2*a2.1.2 + pi23.2*a2.2.2)+ fr[2,12]*log(pi31.2*a2.3.2 + pi32.2*a2.2.2 + pi33.2*a2.1.2)+ fr[2,13]*log(pi11.2*a3.1.2 + pi21.2*a3.2.2 + pi31.2*a3.3.2)+ fr[2,14]*log(pi12.2*a3.2.2 + pi22.2*a3.1.2 + pi32.2*a3.2.2)+ fr[2,15]*log(pi13.2*a3.3.2 + pi23.2*a3.2.2 + pi33.2*a3.1.2) ) value } mnar2.der<-deriv3(~-( o1.1*log(pi11.1*(1-a2.1.1-a3.1.1))+o1.2*log(pi12.1*(1-a2.2.1-a3.2.1))+o1.3*log(pi13.1*(1-a2.3.1-a3.3.1))+ o1.4*log(pi21.1*(1-a2.2.1-a3.2.1))+o1.5*log(pi22.1*(1-a2.1.1-a3.1.1))+o1.6*log(pi23.1*(1-a2.2.1-a3.2.1))+ o1.7*log(pi31.1*(1-a2.3.1-a3.3.1))+o1.8*log(pi32.1*(1-a2.2.1-a3.2.1))+o1.9*log((1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(1-a2.1.1-a3.1.1))+ o1.10*log(pi11.1*a2.1.1 + pi12.1*a2.2.1 + pi13.1*a2.3.1)+ o1.11*log(pi21.1*a2.2.1 + pi22.1*a2.1.1 + pi23.1*a2.2.1)+ o1.12*log(pi31.1*a2.3.1 + pi32.1*a2.2.1 + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*a2.1.1)+ o1.13*log(pi11.1*a3.1.1 + pi21.1*a3.2.1 + pi31.1*a3.3.1)+ o1.14*log(pi12.1*a3.2.1 + pi22.1*a3.1.1 + pi32.1*a3.2.1)+ o1.15*log(pi13.1*a3.3.1 + pi23.1*a3.2.1 + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*a3.1.1)+ o2.1*log(pi11.2*(1-a2.1.2-a3.1.2))+o2.2*log(pi12.2*(1-a2.2.2-a3.2.2))+o2.3*log(pi13.2*(1-a2.3.2-a3.3.2))+ o2.4*log(pi21.2*(1-a2.2.2-a3.2.2))+o2.5*log(pi22.2*(1-a2.1.2-a3.1.2))+o2.6*log(pi23.2*(1-a2.2.2-a3.2.2))+ o2.7*log(pi31.2*(1-a2.3.2-a3.3.2))+o2.8*log(pi32.2*(1-a2.2.2-a3.2.2))+o2.9*log((1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(1-a2.1.2-a3.1.2))+ o2.10*log(pi11.2*a2.1.2 + pi12.2*a2.2.2 + pi13.2*a2.3.2)+ o2.11*log(pi21.2*a2.2.2 + pi22.2*a2.1.2 + pi23.2*a2.2.2)+ o2.12*log(pi31.2*a2.3.2 + pi32.2*a2.2.2 + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*a2.1.2)+ o2.13*log(pi11.2*a3.1.2 + pi21.2*a3.2.2 + pi31.2*a3.3.2)+ o2.14*log(pi12.2*a3.2.2 + pi22.2*a3.1.2 + pi32.2*a3.2.2)+ o2.15*log(pi13.2*a3.3.2 + pi23.2*a3.2.2 + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*a3.1.2) ),c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a2.1.1","a2.2.1","a2.3.1","a3.1.1","a3.2.1","a3.3.1","a2.1.2","a2.2.2","a2.3.2","a3.1.2","a3.2.2","a3.3.2"), c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a2.1.1","a2.2.1","a2.3.1","a3.1.1","a3.2.1","a3.3.1","a2.1.2","a2.2.2","a2.3.2","a3.1.2","a3.2.2","a3.3.2", "o1.1","o1.2","o1.3","o1.4","o1.5","o1.6","o1.7","o1.8","o1.9","o1.10", "o1.11","o1.12","o1.13","o1.14","o1.15", "o2.1","o2.2","o2.3","o2.4","o2.5","o2.6","o2.7","o2.8","o2.9","o2.10", "o2.11","o2.12","o2.13","o2.14","o2.15") ) mnar2.fit<-.nlmP(objfunc=mnar2.mlv,params=c(rep(1/9,16),rep(1/3,12)),lower=rep(0,28),upper=rep(1,28),hessian=TRUE,print.level=0,iterlim=500) -2*(-mnar2.fit$min-sat.lv) #Estatística de razão de verossimilhanças do ajuste do modelo, Tabela 3.2, MNAR2 p<-mnar2.fit$est #Freqüências ampliadas esperadas estimadas, Tabela 3.4, MNAR2 fr<-t(rep(1,15))%x%rowSums(TF) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a2.1.1<-p[17];a2.2.1<-p[18];a2.3.1<-p[19] a3.1.1<-p[20];a3.2.1<-p[21];a3.3.1<-p[22] a2.1.2<-p[23];a2.2.2<-p[24];a2.3.2<-p[25] a3.1.2<-p[26];a3.2.2<-p[27];a3.3.2<-p[28] round(matrix(c( fr[1,1]*(pi11.1*(1-a2.1.1-a3.1.1)), fr[1,2]*(pi12.1*(1-a2.2.1-a3.2.1)), fr[1,3]*(pi13.1*(1-a2.3.1-a3.3.1)), fr[1,4]*(pi21.1*(1-a2.2.1-a3.2.1)), fr[1,5]*(pi22.1*(1-a2.1.1-a3.1.1)), fr[1,6]*(pi23.1*(1-a2.2.1-a3.2.1)), fr[1,7]*(pi31.1*(1-a2.3.1-a3.3.1)), fr[1,8]*(pi32.1*(1-a2.2.1-a3.2.1)), fr[1,9]*(pi33.1*(1-a2.1.1-a3.1.1)), fr[1,10]*c(pi11.1*a2.1.1 , pi12.1*a2.2.1 , pi13.1*a2.3.1), fr[1,11]*c(pi21.1*a2.2.1 , pi22.1*a2.1.1 , pi23.1*a2.2.1), fr[1,12]*c(pi31.1*a2.3.1 , pi32.1*a2.2.1 , pi33.1*a2.1.1), fr[1,13]*c(pi11.1*a3.1.1 , pi21.1*a3.2.1 , pi31.1*a3.3.1), fr[1,14]*c(pi12.1*a3.2.1 , pi22.1*a3.1.1 , pi32.1*a3.2.1), fr[1,15]*c(pi13.1*a3.3.1 , pi23.1*a3.2.1 , pi33.1*a3.1.1), fr[2,1]*(pi11.2*(1-a2.1.2-a3.1.2)), fr[2,2]*(pi12.2*(1-a2.2.2-a3.2.2)), fr[2,3]*(pi13.2*(1-a2.3.2-a3.3.2)), fr[2,4]*(pi21.2*(1-a2.2.2-a3.2.2)), fr[2,5]*(pi22.2*(1-a2.1.2-a3.1.2)), fr[2,6]*(pi23.2*(1-a2.2.2-a3.2.2)), fr[2,7]*(pi31.2*(1-a2.3.2-a3.3.2)), fr[2,8]*(pi32.2*(1-a2.2.2-a3.2.2)), fr[2,9]*(pi33.2*(1-a2.1.2-a3.1.2)), fr[2,10]*c(pi11.2*a2.1.2 , pi12.2*a2.2.2 , pi13.2*a2.3.2), fr[2,11]*c(pi21.2*a2.2.2 , pi22.2*a2.1.2 , pi23.2*a2.2.2), fr[2,12]*c(pi31.2*a2.3.2 , pi32.2*a2.2.2 , pi33.2*a2.1.2), fr[2,13]*c(pi11.2*a3.1.2 , pi21.2*a3.2.2 , pi31.2*a3.3.2), fr[2,14]*c(pi12.2*a3.2.2 , pi22.2*a3.1.2 , pi32.2*a3.2.2), fr[2,15]*c(pi13.2*a3.3.2 , pi23.2*a3.2.2 , pi33.2*a3.1.2) ),ncol=3,byrow=T),2) #Cenários t=3 precisam ser transpostos (linhas 7:9 e 16:18) mnar2.analit<-mnar2.der(p[1],p[2],p[3],p[4],p[5],p[6],p[7],p[8],p[9],p[10],p[11],p[12],p[13],p[14],p[15],p[16],p[17],p[18],p[19],p[20],p[21],p[22],p[23],p[24],p[25],p[26],p[27],p[28], TF[1,1],TF[1,2],TF[1,3],TF[1,4],TF[1,5],TF[1,6],TF[1,7],TF[1,8],TF[1,9],TF[1,10],TF[1,11],TF[1,12],TF[1,13],TF[1,14],TF[1,15], TF[2,1],TF[2,2],TF[2,3],TF[2,4],TF[2,5],TF[2,6],TF[2,7],TF[2,8],TF[2,9],TF[2,10],TF[2,11],TF[2,12],TF[2,13],TF[2,14],TF[2,15]) loglin.mnar2<-funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar2.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar2.analit,"hessian")[1,,])[1:16,1:16]%*%t(B),A1=A,X=rep(1,8)) summary(loglin.mnar2) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MNAR2 funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar2.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar2.analit,"hessian")[1,,])[1:16,1:16]%*%t(B), A1=A,U=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MNAR2 #menos log-verossimilhança do modelo MNAR3, 4 graus de liberdade mnar3.mlv<-function(p,fr=TF){ pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16];pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a200.2<-p[18] a202<-p[19];a203<-p[20] a300.1<-p[21];a300.2<-p[22] a302<-p[23];a303<-p[24] value<- -( fr[1,1]*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ fr[1,2]*log(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ fr[1,3]*log(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,4]*log(pi21.1*(1/(1+exp(a200.1)+exp(a300.1))))+ fr[1,5]*log(pi22.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ fr[1,6]*log(pi23.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,7]*log(pi31.1*(1/(1+exp(a200.1)+exp(a300.1))))+ fr[1,8]*log(pi32.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ fr[1,9]*log(pi33.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,10]*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,11]*log(pi21.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi22.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi23.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,12]*log(pi31.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi32.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi33.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,13]*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi31.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))))+ fr[1,14]*log(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi22.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi32.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ fr[1,15]*log(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + pi23.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + pi33.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[2,1]*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ fr[2,2]*log(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ fr[2,3]*log(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,4]*log(pi21.2*(1/(1+exp(a200.2)+exp(a300.2))))+ fr[2,5]*log(pi22.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ fr[2,6]*log(pi23.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,7]*log(pi31.2*(1/(1+exp(a200.2)+exp(a300.2))))+ fr[2,8]*log(pi32.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ fr[2,9]*log(pi33.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,10]*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,11]*log(pi21.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi22.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi23.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,12]*log(pi31.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi32.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi33.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,13]*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi31.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))))+ fr[2,14]*log(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi22.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi32.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ fr[2,15]*log(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + pi23.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + pi33.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ) value } mnar3.der<-deriv3(~-( o1.1*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ o1.2*log(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ o1.3*log(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.4*log(pi21.1*(1/(1+exp(a200.1)+exp(a300.1))))+ o1.5*log(pi22.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ o1.6*log(pi23.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.7*log(pi31.1*(1/(1+exp(a200.1)+exp(a300.1))))+ o1.8*log(pi32.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ o1.9*log((1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.10*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.11*log(pi21.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi22.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi23.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.12*log(pi31.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi32.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.13*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi31.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))))+ o1.14*log(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi22.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi32.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ o1.15*log(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + pi23.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o2.1*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ o2.2*log(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ o2.3*log(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.4*log(pi21.2*(1/(1+exp(a200.2)+exp(a300.2))))+ o2.5*log(pi22.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ o2.6*log(pi23.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.7*log(pi31.2*(1/(1+exp(a200.2)+exp(a300.2))))+ o2.8*log(pi32.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ o2.9*log((1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.10*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.11*log(pi21.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi22.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi23.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.12*log(pi31.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi32.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.13*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi31.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))))+ o2.14*log(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi22.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi32.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ o2.15*log(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + pi23.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ),c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a200.2","a202","a203","a300.1","a300.2","a302","a303"), c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a200.2","a202","a203","a300.1","a300.2","a302","a303", "o1.1","o1.2","o1.3","o1.4","o1.5","o1.6","o1.7","o1.8","o1.9","o1.10", "o1.11","o1.12","o1.13","o1.14","o1.15", "o2.1","o2.2","o2.3","o2.4","o2.5","o2.6","o2.7","o2.8","o2.9","o2.10", "o2.11","o2.12","o2.13","o2.14","o2.15") ) mnar3.fit<-.nlmP(objfunc=mnar3.mlv,params=c(rep(1/9,16),rep(0,8)),lower=c(rep(0,16),rep(-Inf,8)),upper=c(rep(1,16),rep(Inf,8)),hessian=TRUE,print.level=0,iterlim=500) -2*(-mnar3.fit$min-sat.lv) #Estatística de razão de verossimilhanças do ajuste do modelo, Tabela 3.2, MNAR3 1-pchisq(-2*(-mnar3.fit$min-sat.lv),4) p<-mnar3.fit$est #Freqüências ampliadas esperadas estimadas, Tabela 3.4, MNAR3 fr<-t(rep(1,15))%x%rowSums(TF) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16];pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a200.2<-p[18] a202<-p[19];a203<-p[20] a300.1<-p[21];a300.2<-p[22] a302<-p[23];a303<-p[24] round(rbind( c( rowSums(TF)[1]*(pi11.1*(1/(1+exp(a200.1)+exp(a300.1)))), rowSums(TF)[1]*(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302)))), rowSums(TF)[1]*(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303)))) ), c( rowSums(TF)[1]*(pi21.1*(1/(1+exp(a200.1)+exp(a300.1)))), rowSums(TF)[1]*(pi22.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302)))), rowSums(TF)[1]*(pi23.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303)))) ), c( rowSums(TF)[1]*(pi31.1*(1/(1+exp(a200.1)+exp(a300.1)))), rowSums(TF)[1]*(pi32.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302)))), rowSums(TF)[1]*(pi33.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303)))) ) , rowSums(TF)[1]*c(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))), pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))), pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303)))), rowSums(TF)[1]*c(pi21.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))), pi22.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))), pi23.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303)))), rowSums(TF)[1]*c(pi31.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))), pi32.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))), pi33.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303)))) , rowSums(TF)[1]*c(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))), pi21.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))), pi31.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1)))), rowSums(TF)[1]*c(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))), pi22.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))), pi32.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302)))), rowSums(TF)[1]*c(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))), pi23.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))), pi33.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303)))) , c( rowSums(TF)[2]*(pi11.2*(1/(1+exp(a200.2)+exp(a300.2)))), rowSums(TF)[2]*(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302)))), rowSums(TF)[2]*(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ), c( rowSums(TF)[2]*(pi21.2*(1/(1+exp(a200.2)+exp(a300.2)))), rowSums(TF)[2]*(pi22.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302)))), rowSums(TF)[2]*(pi23.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ), c( rowSums(TF)[2]*(pi31.2*(1/(1+exp(a200.2)+exp(a300.2)))), rowSums(TF)[2]*(pi32.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302)))), rowSums(TF)[2]*(pi33.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ) , rowSums(TF)[2]*c(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))), pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))), pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303)))), rowSums(TF)[2]*c(pi21.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))), pi22.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))), pi23.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303)))), rowSums(TF)[2]*c(pi31.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))), pi32.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))), pi33.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303)))) , rowSums(TF)[2]*c(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))), pi21.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))), pi31.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2)))), rowSums(TF)[2]*c(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))), pi22.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))), pi32.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302)))), rowSums(TF)[2]*c(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))), pi23.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))), pi33.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303)))) ),2) #Cenários t=3 precisam ser transpostos (linhas 7:9 e 16:18) mnar3.analit<-mnar3.der(p[1],p[2],p[3],p[4],p[5],p[6],p[7],p[8],p[9],p[10],p[11],p[12],p[13],p[14],p[15],p[16],p[17],p[18],p[19],p[20],p[21],p[22],p[23],p[24], TF[1,1],TF[1,2],TF[1,3],TF[1,4],TF[1,5],TF[1,6],TF[1,7],TF[1,8],TF[1,9],TF[1,10],TF[1,11],TF[1,12],TF[1,13],TF[1,14],TF[1,15], TF[2,1],TF[2,2],TF[2,3],TF[2,4],TF[2,5],TF[2,6],TF[2,7],TF[2,8],TF[2,9],TF[2,10],TF[2,11],TF[2,12],TF[2,13],TF[2,14],TF[2,15]) loglin.mnar3<-funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar3.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar3.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B),A1=A,X=rep(1,8)) summary(loglin.mnar3) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MNAR3 funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar3.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar3.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B), A1=A,U=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MNAR3 #menos log-verossimilhança da estimação do modelo MNAR4, saturado mnar4.mlv<-function(p,fr=TF){ pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a200.2<-p[18] a220<-p[19];a230<-p[20];a202<-p[21];a203<-p[22] a300.1<-p[23];a300.2<-p[24] a320<-p[25];a330<-p[26];a302<-p[27];a303<-p[28] value<- -( fr[1,1]*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ fr[1,2]*log(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ fr[1,3]*log(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,4]*log(pi21.1*(1/(1+exp(a200.1+a220)+exp(a300.1+a320))))+ fr[1,5]*log(pi22.1*(1/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))))+ fr[1,6]*log(pi23.1*(1/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))))+ fr[1,7]*log(pi31.1*(1/(1+exp(a200.1+a230)+exp(a300.1+a330))))+ fr[1,8]*log(pi32.1*(1/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))))+ fr[1,9]*log(pi33.1*(1/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ fr[1,10]*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ fr[1,11]*log(pi21.1*(exp(a200.1+a220)/(1+exp(a200.1+a220)+exp(a300.1+a320))) + pi22.1*(exp(a200.1+a220+a202)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) + pi23.1*(exp(a200.1+a220+a203)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))))+ fr[1,12]*log(pi31.1*(exp(a200.1+a230)/(1+exp(a200.1+a230)+exp(a300.1+a330))) + pi32.1*(exp(a200.1+a230+a202)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))) + pi33.1*(exp(a200.1+a230+a203)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ fr[1,13]*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1+a320)/(1+exp(a200.1+a220)+exp(a300.1+a320))) + pi31.1*(exp(a300.1+a330)/(1+exp(a200.1+a230)+exp(a300.1+a330))))+ fr[1,14]*log(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi22.1*(exp(a300.1+a320+a302)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) + pi32.1*(exp(a300.1+a330+a302)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))))+ fr[1,15]*log(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + pi23.1*(exp(a300.1+a320+a303)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))) + pi33.1*(exp(a300.1+a330+a303)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ fr[2,1]*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ fr[2,2]*log(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ fr[2,3]*log(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,4]*log(pi21.2*(1/(1+exp(a200.2+a220)+exp(a300.2+a320))))+ fr[2,5]*log(pi22.2*(1/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))))+ fr[2,6]*log(pi23.2*(1/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))))+ fr[2,7]*log(pi31.2*(1/(1+exp(a200.2+a230)+exp(a300.2+a330))))+ fr[2,8]*log(pi32.2*(1/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))))+ fr[2,9]*log(pi33.2*(1/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303))))+ fr[2,10]*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ fr[2,11]*log(pi21.2*(exp(a200.2+a220)/(1+exp(a200.2+a220)+exp(a300.2+a320))) + pi22.2*(exp(a200.2+a220+a202)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) + pi23.2*(exp(a200.2+a220+a203)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))))+ fr[2,12]*log(pi31.2*(exp(a200.2+a230)/(1+exp(a200.2+a230)+exp(a300.2+a330))) + pi32.2*(exp(a200.2+a230+a202)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))) + pi33.2*(exp(a200.2+a230+a203)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303))))+ fr[2,13]*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2+a320)/(1+exp(a200.2+a220)+exp(a300.2+a320))) + pi31.2*(exp(a300.2+a330)/(1+exp(a200.2+a230)+exp(a300.2+a330))))+ fr[2,14]*log(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi22.2*(exp(a300.2+a320+a302)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) + pi32.2*(exp(a300.2+a330+a302)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))))+ fr[2,15]*log(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + pi23.2*(exp(a300.2+a320+a303)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))) + pi33.2*(exp(a300.2+a330+a303)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303)))) ) value } mnar4.der<-deriv3(~-( o1.1*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ o1.2*log(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302))))+ o1.3*log(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.4*log(pi21.1*(1/(1+exp(a200.1+a220)+exp(a300.1+a320))))+ o1.5*log(pi22.1*(1/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))))+ o1.6*log(pi23.1*(1/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))))+ o1.7*log(pi31.1*(1/(1+exp(a200.1+a230)+exp(a300.1+a330))))+ o1.8*log(pi32.1*(1/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))))+ o1.9*log((1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(1/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ o1.10*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303))))+ o1.11*log(pi21.1*(exp(a200.1+a220)/(1+exp(a200.1+a220)+exp(a300.1+a320))) + pi22.1*(exp(a200.1+a220+a202)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) + pi23.1*(exp(a200.1+a220+a203)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))))+ o1.12*log(pi31.1*(exp(a200.1+a230)/(1+exp(a200.1+a230)+exp(a300.1+a330))) + pi32.1*(exp(a200.1+a230+a202)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a200.1+a230+a203)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ o1.13*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1+a320)/(1+exp(a200.1+a220)+exp(a300.1+a320))) + pi31.1*(exp(a300.1+a330)/(1+exp(a200.1+a230)+exp(a300.1+a330))))+ o1.14*log(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) + pi22.1*(exp(a300.1+a320+a302)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) + pi32.1*(exp(a300.1+a330+a302)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))))+ o1.15*log(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) + pi23.1*(exp(a300.1+a320+a303)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a300.1+a330+a303)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303))))+ o2.1*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ o2.2*log(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302))))+ o2.3*log(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.4*log(pi21.2*(1/(1+exp(a200.2+a220)+exp(a300.2+a320))))+ o2.5*log(pi22.2*(1/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))))+ o2.6*log(pi23.2*(1/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))))+ o2.7*log(pi31.2*(1/(1+exp(a200.2+a230)+exp(a300.2+a330))))+ o2.8*log(pi32.2*(1/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))))+ o2.9*log((1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(1/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303))))+ o2.10*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303))))+ o2.11*log(pi21.2*(exp(a200.2+a220)/(1+exp(a200.2+a220)+exp(a300.2+a320))) + pi22.2*(exp(a200.2+a220+a202)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) + pi23.2*(exp(a200.2+a220+a203)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))))+ o2.12*log(pi31.2*(exp(a200.2+a230)/(1+exp(a200.2+a230)+exp(a300.2+a330))) + pi32.2*(exp(a200.2+a230+a202)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a200.2+a230+a203)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303))))+ o2.13*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2+a320)/(1+exp(a200.2+a220)+exp(a300.2+a320))) + pi31.2*(exp(a300.2+a330)/(1+exp(a200.2+a230)+exp(a300.2+a330))))+ o2.14*log(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) + pi22.2*(exp(a300.2+a320+a302)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) + pi32.2*(exp(a300.2+a330+a302)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))))+ o2.15*log(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) + pi23.2*(exp(a300.2+a320+a303)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a300.2+a330+a303)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303)))) ),c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a200.2","a220","a230","a202","a203","a300.1","a300.2","a320","a330","a302","a303"), c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a200.2","a220","a230","a202","a203","a300.1","a300.2","a320","a330","a302","a303", "o1.1","o1.2","o1.3","o1.4","o1.5","o1.6","o1.7","o1.8","o1.9","o1.10", "o1.11","o1.12","o1.13","o1.14","o1.15", "o2.1","o2.2","o2.3","o2.4","o2.5","o2.6","o2.7","o2.8","o2.9","o2.10", "o2.11","o2.12","o2.13","o2.14","o2.15") ) mnar4.fit<-.nlmP(objfunc=mnar4.mlv,params=c(rep(1/9,16),rep(0,12)),lower=c(rep(0,16),rep(-Inf,12)),upper=c(rep(1,16),rep(Inf,12)),hessian=TRUE,print.level=0,iterlim=500) -2*(-mnar4.fit$min-sat.lv) #Estatística de razão de verossimilhanças do ajuste do modelo, Tabela 3.2, MNAR4 p<-mnar4.fit$est #Freqüências ampliadas esperadas estimadas, Tabela 3.4, MNAR4 fr<-t(rep(1,15))%x%rowSums(TF) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a200.2<-p[18] a220<-p[19];a230<-p[20];a202<-p[21];a203<-p[22] a300.1<-p[23];a300.2<-p[24] a320<-p[25];a330<-p[26];a302<-p[27];a303<-p[28] round(matrix(c( fr[1,1]*(pi11.1*(1/(1+exp(a200.1)+exp(a300.1)))), fr[1,2]*(pi12.1*(1/(1+exp(a200.1+a202)+exp(a300.1+a302)))), fr[1,3]*(pi13.1*(1/(1+exp(a200.1+a203)+exp(a300.1+a303)))), fr[1,4]*(pi21.1*(1/(1+exp(a200.1+a220)+exp(a300.1+a320)))), fr[1,5]*(pi22.1*(1/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302)))), fr[1,6]*(pi23.1*(1/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303)))), fr[1,7]*(pi31.1*(1/(1+exp(a200.1+a230)+exp(a300.1+a330)))), fr[1,8]*(pi32.1*(1/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302)))), fr[1,9]*(pi33.1*(1/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303)))), fr[1,10]*c(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) , pi12.1*(exp(a200.1+a202)/(1+exp(a200.1+a202)+exp(a300.1+a302))) , pi13.1*(exp(a200.1+a203)/(1+exp(a200.1+a203)+exp(a300.1+a303)))), fr[1,11]*c(pi21.1*(exp(a200.1+a220)/(1+exp(a200.1+a220)+exp(a300.1+a320))) , pi22.1*(exp(a200.1+a220+a202)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) , pi23.1*(exp(a200.1+a220+a203)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303)))), fr[1,12]*c(pi31.1*(exp(a200.1+a230)/(1+exp(a200.1+a230)+exp(a300.1+a330))) , pi32.1*(exp(a200.1+a230+a202)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302))) , pi33.1*(exp(a200.1+a230+a203)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303)))), fr[1,13]*c(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) , pi21.1*(exp(a300.1+a320)/(1+exp(a200.1+a220)+exp(a300.1+a320))) , pi31.1*(exp(a300.1+a330)/(1+exp(a200.1+a230)+exp(a300.1+a330)))), fr[1,14]*c(pi12.1*(exp(a300.1+a302)/(1+exp(a200.1+a202)+exp(a300.1+a302))) , pi22.1*(exp(a300.1+a320+a302)/(1+exp(a200.1+a220+a202)+exp(a300.1+a320+a302))) , pi32.1*(exp(a300.1+a330+a302)/(1+exp(a200.1+a230+a202)+exp(a300.1+a330+a302)))), fr[1,15]*c(pi13.1*(exp(a300.1+a303)/(1+exp(a200.1+a203)+exp(a300.1+a303))) , pi23.1*(exp(a300.1+a320+a303)/(1+exp(a200.1+a220+a203)+exp(a300.1+a320+a303))) , pi33.1*(exp(a300.1+a330+a303)/(1+exp(a200.1+a230+a203)+exp(a300.1+a330+a303)))), fr[2,1]*(pi11.2*(1/(1+exp(a200.2)+exp(a300.2)))), fr[2,2]*(pi12.2*(1/(1+exp(a200.2+a202)+exp(a300.2+a302)))), fr[2,3]*(pi13.2*(1/(1+exp(a200.2+a203)+exp(a300.2+a303)))), fr[2,4]*(pi21.2*(1/(1+exp(a200.2+a220)+exp(a300.2+a320)))), fr[2,5]*(pi22.2*(1/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302)))), fr[2,6]*(pi23.2*(1/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303)))), fr[2,7]*(pi31.2*(1/(1+exp(a200.2+a230)+exp(a300.2+a330)))), fr[2,8]*(pi32.2*(1/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302)))), fr[2,9]*(pi33.2*(1/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303)))), fr[2,10]*c(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) , pi12.2*(exp(a200.2+a202)/(1+exp(a200.2+a202)+exp(a300.2+a302))) , pi13.2*(exp(a200.2+a203)/(1+exp(a200.2+a203)+exp(a300.2+a303)))), fr[2,11]*c(pi21.2*(exp(a200.2+a220)/(1+exp(a200.2+a220)+exp(a300.2+a320))) , pi22.2*(exp(a200.2+a220+a202)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) , pi23.2*(exp(a200.2+a220+a203)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303)))), fr[2,12]*c(pi31.2*(exp(a200.2+a230)/(1+exp(a200.2+a230)+exp(a300.2+a330))) , pi32.2*(exp(a200.2+a230+a202)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302))) , pi33.2*(exp(a200.2+a230+a203)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303)))), fr[2,13]*c(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) , pi21.2*(exp(a300.2+a320)/(1+exp(a200.2+a220)+exp(a300.2+a320))) , pi31.2*(exp(a300.2+a330)/(1+exp(a200.2+a230)+exp(a300.2+a330)))), fr[2,14]*c(pi12.2*(exp(a300.2+a302)/(1+exp(a200.2+a202)+exp(a300.2+a302))) , pi22.2*(exp(a300.2+a320+a302)/(1+exp(a200.2+a220+a202)+exp(a300.2+a320+a302))) , pi32.2*(exp(a300.2+a330+a302)/(1+exp(a200.2+a230+a202)+exp(a300.2+a330+a302)))), fr[2,15]*c(pi13.2*(exp(a300.2+a303)/(1+exp(a200.2+a203)+exp(a300.2+a303))) , pi23.2*(exp(a300.2+a320+a303)/(1+exp(a200.2+a220+a203)+exp(a300.2+a320+a303))) , pi33.2*(exp(a300.2+a330+a303)/(1+exp(a200.2+a230+a203)+exp(a300.2+a330+a303)))) ),ncol=3,byrow=T),2) #Cenários t=3 precisam ser transpostos (linhas 7:9 e 16:18) mnar4.analit<-mnar4.der(p[1],p[2],p[3],p[4],p[5],p[6],p[7],p[8],p[9],p[10],p[11],p[12],p[13],p[14],p[15],p[16],p[17],p[18],p[19],p[20],p[21],p[22],p[23],p[24],p[25],p[26],p[27],p[28], TF[1,1],TF[1,2],TF[1,3],TF[1,4],TF[1,5],TF[1,6],TF[1,7],TF[1,8],TF[1,9],TF[1,10],TF[1,11],TF[1,12],TF[1,13],TF[1,14],TF[1,15], TF[2,1],TF[2,2],TF[2,3],TF[2,4],TF[2,5],TF[2,6],TF[2,7],TF[2,8],TF[2,9],TF[2,10],TF[2,11],TF[2,12],TF[2,13],TF[2,14],TF[2,15]) loglin.mnar4<-funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar4.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar4.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B),A1=A,X=rep(1,8)) summary(loglin.mnar4) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MNAR4 funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar4.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar4.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B), A1=A,U=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MNAR4 #menos log-verossimilhança da estimação do modelo MNAR5, saturado mnar5.mlv<-function(p,fr=TF){ pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a300.1<-p[18] a020<-p[19];a030<-p[20];a002<-p[21];a003<-p[22] a022<-p[23];a023<-p[24];a032<-p[25];a033<-p[26] a200.2<-p[27];a300.2<-p[28] value<- -( fr[1,1]*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ fr[1,2]*log(pi12.1*(1/(1+exp(a200.1+a002)+exp(a300.1+a002))))+ fr[1,3]*log(pi13.1*(1/(1+exp(a200.1+a003)+exp(a300.1+a003))))+ fr[1,4]*log(pi21.1*(1/(1+exp(a200.1+a020)+exp(a300.1+a020))))+ fr[1,5]*log(pi22.1*(1/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))))+ fr[1,6]*log(pi23.1*(1/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))))+ fr[1,7]*log(pi31.1*(1/(1+exp(a200.1+a030)+exp(a300.1+a030))))+ fr[1,8]*log(pi32.1*(1/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))))+ fr[1,9]*log(pi33.1*(1/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ fr[1,10]*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) + pi13.1*(exp(a200.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003))))+ fr[1,11]*log(pi21.1*(exp(a200.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) + pi22.1*(exp(a200.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) + pi23.1*(exp(a200.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))))+ fr[1,12]*log(pi31.1*(exp(a200.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030))) + pi32.1*(exp(a200.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))) + pi33.1*(exp(a200.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ fr[1,13]*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) + pi31.1*(exp(a300.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030))))+ fr[1,14]*log(pi12.1*(exp(a300.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) + pi22.1*(exp(a300.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) + pi32.1*(exp(a300.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))))+ fr[1,15]*log(pi13.1*(exp(a300.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003))) + pi23.1*(exp(a300.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))) + pi33.1*(exp(a300.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ fr[2,1]*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ fr[2,2]*log(pi12.2*(1/(1+exp(a200.2+a002)+exp(a300.2+a002))))+ fr[2,3]*log(pi13.2*(1/(1+exp(a200.2+a003)+exp(a300.2+a003))))+ fr[2,4]*log(pi21.2*(1/(1+exp(a200.2+a020)+exp(a300.2+a020))))+ fr[2,5]*log(pi22.2*(1/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))))+ fr[2,6]*log(pi23.2*(1/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))))+ fr[2,7]*log(pi31.2*(1/(1+exp(a200.2+a030)+exp(a300.2+a030))))+ fr[2,8]*log(pi32.2*(1/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))))+ fr[2,9]*log(pi33.2*(1/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033))))+ fr[2,10]*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) + pi13.2*(exp(a200.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003))))+ fr[2,11]*log(pi21.2*(exp(a200.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) + pi22.2*(exp(a200.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) + pi23.2*(exp(a200.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))))+ fr[2,12]*log(pi31.2*(exp(a200.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030))) + pi32.2*(exp(a200.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))) + pi33.2*(exp(a200.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033))))+ fr[2,13]*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) + pi31.2*(exp(a300.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030))))+ fr[2,14]*log(pi12.2*(exp(a300.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) + pi22.2*(exp(a300.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) + pi32.2*(exp(a300.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))))+ fr[2,15]*log(pi13.2*(exp(a300.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003))) + pi23.2*(exp(a300.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))) + pi33.2*(exp(a300.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033)))) ) value } mnar5.der<-deriv3(~-( o1.1*log(pi11.1*(1/(1+exp(a200.1)+exp(a300.1))))+ o1.2*log(pi12.1*(1/(1+exp(a200.1+a002)+exp(a300.1+a002))))+ o1.3*log(pi13.1*(1/(1+exp(a200.1+a003)+exp(a300.1+a003))))+ o1.4*log(pi21.1*(1/(1+exp(a200.1+a020)+exp(a300.1+a020))))+ o1.5*log(pi22.1*(1/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))))+ o1.6*log(pi23.1*(1/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))))+ o1.7*log(pi31.1*(1/(1+exp(a200.1+a030)+exp(a300.1+a030))))+ o1.8*log(pi32.1*(1/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))))+ o1.9*log((1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(1/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ o1.10*log(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) + pi12.1*(exp(a200.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) + pi13.1*(exp(a200.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003))))+ o1.11*log(pi21.1*(exp(a200.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) + pi22.1*(exp(a200.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) + pi23.1*(exp(a200.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))))+ o1.12*log(pi31.1*(exp(a200.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030))) + pi32.1*(exp(a200.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a200.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ o1.13*log(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) + pi21.1*(exp(a300.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) + pi31.1*(exp(a300.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030))))+ o1.14*log(pi12.1*(exp(a300.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) + pi22.1*(exp(a300.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) + pi32.1*(exp(a300.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))))+ o1.15*log(pi13.1*(exp(a300.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003))) + pi23.1*(exp(a300.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))) + (1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1)*(exp(a300.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033))))+ o2.1*log(pi11.2*(1/(1+exp(a200.2)+exp(a300.2))))+ o2.2*log(pi12.2*(1/(1+exp(a200.2+a002)+exp(a300.2+a002))))+ o2.3*log(pi13.2*(1/(1+exp(a200.2+a003)+exp(a300.2+a003))))+ o2.4*log(pi21.2*(1/(1+exp(a200.2+a020)+exp(a300.2+a020))))+ o2.5*log(pi22.2*(1/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))))+ o2.6*log(pi23.2*(1/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))))+ o2.7*log(pi31.2*(1/(1+exp(a200.2+a030)+exp(a300.2+a030))))+ o2.8*log(pi32.2*(1/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))))+ o2.9*log((1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(1/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033))))+ o2.10*log(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) + pi12.2*(exp(a200.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) + pi13.2*(exp(a200.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003))))+ o2.11*log(pi21.2*(exp(a200.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) + pi22.2*(exp(a200.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) + pi23.2*(exp(a200.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))))+ o2.12*log(pi31.2*(exp(a200.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030))) + pi32.2*(exp(a200.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a200.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033))))+ o2.13*log(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) + pi21.2*(exp(a300.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) + pi31.2*(exp(a300.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030))))+ o2.14*log(pi12.2*(exp(a300.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) + pi22.2*(exp(a300.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) + pi32.2*(exp(a300.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))))+ o2.15*log(pi13.2*(exp(a300.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003))) + pi23.2*(exp(a300.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))) + (1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2)*(exp(a300.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033)))) ),c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a300.1","a020","a030","a002","a003","a022","a023","a032","a033","a200.2","a300.2"), c("pi11.1","pi12.1","pi13.1","pi21.1","pi22.1","pi23.1","pi31.1","pi32.1", "pi11.2","pi12.2","pi13.2","pi21.2","pi22.2","pi23.2","pi31.2","pi32.2", "a200.1","a300.1","a020","a030","a002","a003","a022","a023","a032","a033","a200.2","a300.2", "o1.1","o1.2","o1.3","o1.4","o1.5","o1.6","o1.7","o1.8","o1.9","o1.10", "o1.11","o1.12","o1.13","o1.14","o1.15", "o2.1","o2.2","o2.3","o2.4","o2.5","o2.6","o2.7","o2.8","o2.9","o2.10", "o2.11","o2.12","o2.13","o2.14","o2.15") ) mnar5.fit<-.nlmP(objfunc=mnar5.mlv,params=c(rep(1/9,16),rep(0,12)),lower=c(rep(0,16),rep(-Inf,12)),upper=c(rep(1,16),rep(Inf,12)),hessian=TRUE,print.level=0,iterlim=500) -2*(-mnar5.fit$min-sat.lv) #Estatística de razão de verossimilhanças do ajuste do modelo, Tabela 3.2, MNAR4 p<-mnar5.fit$est #Freqüências ampliadas esperadas estimadas, Tabela 3.4, MNAR4 fr<-t(rep(1,15))%x%rowSums(TF) pi11.1<-p[1]; pi12.1<-p[2]; pi13.1<-p[3] pi21.1<-p[4]; pi22.1<-p[5]; pi23.1<-p[6] pi31.1<-p[7]; pi32.1<-p[8]; pi33.1=1-pi11.1-pi12.1-pi13.1-pi21.1-pi22.1-pi23.1-pi31.1-pi32.1 pi11.2<-p[9]; pi12.2<-p[10];pi13.2<-p[11] pi21.2<-p[12];pi22.2<-p[13];pi23.2<-p[14] pi31.2<-p[15];pi32.2<-p[16]; pi33.2=1-pi11.2-pi12.2-pi13.2-pi21.2-pi22.2-pi23.2-pi31.2-pi32.2 a200.1<-p[17];a300.1<-p[18] a020<-p[19];a030<-p[20];a002<-p[21];a003<-p[22] a022<-p[23];a023<-p[24];a032<-p[25];a033<-p[26] a200.2<-p[27];a300.2<-p[28] round(matrix(c( fr[1,1]*(pi11.1*(1/(1+exp(a200.1)+exp(a300.1)))), fr[1,2]*(pi12.1*(1/(1+exp(a200.1+a002)+exp(a300.1+a002)))), fr[1,3]*(pi13.1*(1/(1+exp(a200.1+a003)+exp(a300.1+a003)))), fr[1,4]*(pi21.1*(1/(1+exp(a200.1+a020)+exp(a300.1+a020)))), fr[1,5]*(pi22.1*(1/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022)))), fr[1,6]*(pi23.1*(1/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023)))), fr[1,7]*(pi31.1*(1/(1+exp(a200.1+a030)+exp(a300.1+a030)))), fr[1,8]*(pi32.1*(1/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032)))), fr[1,9]*(pi33.1*(1/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033)))), fr[1,10]*c(pi11.1*(exp(a200.1)/(1+exp(a200.1)+exp(a300.1))) , pi12.1*(exp(a200.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) , pi13.1*(exp(a200.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003)))), fr[1,11]*c(pi21.1*(exp(a200.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) , pi22.1*(exp(a200.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) , pi23.1*(exp(a200.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023)))), fr[1,12]*c(pi31.1*(exp(a200.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030))) , pi32.1*(exp(a200.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032))) , pi33.1*(exp(a200.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033)))), fr[1,13]*c(pi11.1*(exp(a300.1)/(1+exp(a200.1)+exp(a300.1))) , pi21.1*(exp(a300.1+a020)/(1+exp(a200.1+a020)+exp(a300.1+a020))) , pi31.1*(exp(a300.1+a030)/(1+exp(a200.1+a030)+exp(a300.1+a030)))), fr[1,14]*c(pi12.1*(exp(a300.1+a002)/(1+exp(a200.1+a002)+exp(a300.1+a002))) , pi22.1*(exp(a300.1+a020+a002+a022)/(1+exp(a200.1+a020+a002+a022)+exp(a300.1+a020+a002+a022))) , pi32.1*(exp(a300.1+a030+a002+a032)/(1+exp(a200.1+a030+a002+a032)+exp(a300.1+a030+a002+a032)))), fr[1,15]*c(pi13.1*(exp(a300.1+a003)/(1+exp(a200.1+a003)+exp(a300.1+a003))) , pi23.1*(exp(a300.1+a020+a003+a023)/(1+exp(a200.1+a020+a003+a023)+exp(a300.1+a020+a003+a023))) , pi33.1*(exp(a300.1+a030+a003+a033)/(1+exp(a200.1+a030+a003+a033)+exp(a300.1+a030+a003+a033)))), fr[2,1]*(pi11.2*(1/(1+exp(a200.2)+exp(a300.2)))), fr[2,2]*(pi12.2*(1/(1+exp(a200.2+a002)+exp(a300.2+a002)))), fr[2,3]*(pi13.2*(1/(1+exp(a200.2+a003)+exp(a300.2+a003)))), fr[2,4]*(pi21.2*(1/(1+exp(a200.2+a020)+exp(a300.2+a020)))), fr[2,5]*(pi22.2*(1/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022)))), fr[2,6]*(pi23.2*(1/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023)))), fr[2,7]*(pi31.2*(1/(1+exp(a200.2+a030)+exp(a300.2+a030)))), fr[2,8]*(pi32.2*(1/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032)))), fr[2,9]*(pi33.2*(1/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033)))), fr[2,10]*c(pi11.2*(exp(a200.2)/(1+exp(a200.2)+exp(a300.2))) , pi12.2*(exp(a200.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) , pi13.2*(exp(a200.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003)))), fr[2,11]*c(pi21.2*(exp(a200.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) , pi22.2*(exp(a200.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) , pi23.2*(exp(a200.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023)))), fr[2,12]*c(pi31.2*(exp(a200.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030))) , pi32.2*(exp(a200.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032))) , pi33.2*(exp(a200.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033)))), fr[2,13]*c(pi11.2*(exp(a300.2)/(1+exp(a200.2)+exp(a300.2))) , pi21.2*(exp(a300.2+a020)/(1+exp(a200.2+a020)+exp(a300.2+a020))) , pi31.2*(exp(a300.2+a030)/(1+exp(a200.2+a030)+exp(a300.2+a030)))), fr[2,14]*c(pi12.2*(exp(a300.2+a002)/(1+exp(a200.2+a002)+exp(a300.2+a002))) , pi22.2*(exp(a300.2+a020+a002+a022)/(1+exp(a200.2+a020+a002+a022)+exp(a300.2+a020+a002+a022))) , pi32.2*(exp(a300.2+a030+a002+a032)/(1+exp(a200.2+a030+a002+a032)+exp(a300.2+a030+a002+a032)))), fr[2,15]*c(pi13.2*(exp(a300.2+a003)/(1+exp(a200.2+a003)+exp(a300.2+a003))) , pi23.2*(exp(a300.2+a020+a003+a023)/(1+exp(a200.2+a020+a003+a023)+exp(a300.2+a020+a003+a023))) , pi33.2*(exp(a300.2+a030+a003+a033)/(1+exp(a200.2+a030+a003+a033)+exp(a300.2+a030+a003+a033)))) ),ncol=3,byrow=T),2) #Cenários t=3 precisam ser transpostos (linhas 7:9 e 16:18) mnar5.analit<-mnar5.der(p[1],p[2],p[3],p[4],p[5],p[6],p[7],p[8],p[9],p[10],p[11],p[12],p[13],p[14],p[15],p[16],p[17],p[18],p[19],p[20],p[21],p[22],p[23],p[24],p[25],p[26],p[27],p[28], TF[1,1],TF[1,2],TF[1,3],TF[1,4],TF[1,5],TF[1,6],TF[1,7],TF[1,8],TF[1,9],TF[1,10],TF[1,11],TF[1,12],TF[1,13],TF[1,14],TF[1,15], TF[2,1],TF[2,2],TF[2,3],TF[2,4],TF[2,5],TF[2,6],TF[2,7],TF[2,8],TF[2,9],TF[2,10],TF[2,11],TF[2,12],TF[2,13],TF[2,14],TF[2,15]) loglin.mnar5<-funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar5.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar5.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B),A1=A,X=rep(1,8)) summary(loglin.mnar5) #Logaritmos das razões de chances observadas e sob o modelo H:\omega_{ij(s)}=\omega, erros padrões e teste Wald de H, Tabela 3.5, MNAR4 funlinWLS(model=c("lin","log"),theta=as.vector(b+c(B%*%mnar5.fit$est[1:16])),Vtheta=B%*%solve(attr(mnar5.analit,"hessian")[1,,],tol=1e-50)[1:16,1:16]%*%t(B), A1=A,U=UL) #Teste de Wald de H:\omega_{12(s)}=\omega_{21(s)}=\omega_{22(s)}=0,s=1,2, p.101, MNAR4