\name{glpls1a.mlogit} \alias{glpls1a.mlogit} \title{Fit MIRWPLS and MIRWPLSF model} \description{ Fit multi-logit Iteratively ReWeighted Least Squares (MIRWPLS) with an option of Firth's bias reduction procedure (MIRWPLSF) for multi-group classification } \usage{ glpls1a.mlogit(x, y, K.prov = NULL, eps = 0.001, lmax = 100, b.ini = NULL, denom.eps = 1e-20, family = "binomial", link = "logit", br = T) } \arguments{ \item{x}{ n by p design matrix (with intercept term)} \item{y}{ response vector with class lables 1 to C+1 for C+1 group classification, baseline class should be 1} \item{K.prov}{ number of PLS components} \item{eps}{tolerance for convergence} \item{lmax}{ maximum number of iteration allowed } \item{b.ini}{ initial value of regression coefficients} \item{denom.eps}{ small quanitity to guarantee nonzero denominator in deciding convergence} \item{family}{ glm family, \code{binomial} (i.e. multinomial here) is the only relevant one here } \item{link}{ link function, \code{logit} is the only one practically implemented now} \item{br}{TRUE if Firth's bias reduction procedure is used} } \details{ } \value{ \item{coefficients }{regression coefficient matrix} \item{convergence }{whether convergence is achieved} \item{niter}{total number of iterations} \item{bias.reduction}{whether Firth's procedure is used} } \references{ \item Ding, B.Y. and Gentleman, R. (2003) Classification using generalized partial least squares. \item Marx, B.D (1996) Iteratively reweighted partial least squares estimation for generalized linear regression. Technometrics 38(4): 374-381. } \author{Beiying Ding, Robert Gentleman} \note{} \seealso{ \code{\link{glpls1a}},\code{\link{glpls1a.mlogit.cv.error}}, \code{\link{glpls1a.train.test.error}}, \code{\link{glpls1a.cv.error}}} \examples{ x <- matrix(rnorm(20),ncol=2) y <- sample(1:3,10,TRUE) ## no bias reduction and 1 PLS component glpls1a.mlogit(cbind(rep(1,10),x),y,K.prov=1,br=FALSE) ## bias reduction glpls1a.mlogit(cbind(rep(1,10),x),y,br=TRUE) } \keyword{regression}