gle properties
A GLE extends the linear model so that the target can have a non-normal distribution, is linearly related to the factors and covariates via a specified link function, and so that the observations can be correlated. Generalized linear mixed models cover a wide variety of models, from simple linear regression to complex multilevel models for non-normal longitudinal data.
gle Properties |
Values | Property description |
---|---|---|
custom_target
|
flag | Indicates whether to use target defined in upstream node (false ) or custom
target specified by target_field (true ). |
target_field
|
field | Field to use as target if custom_target is true . |
use_trials
|
flag | Indicates whether additional field or value specifying number of trials is to be used when
target response is a number of events occurring in a set of trials. Default is
false . |
use_trials_field_or_value
|
Field Value |
Indicates whether field (default) or value is used to specify number of trials. |
trials_field
|
field | Field to use to specify number of trials. |
trials_value
|
integer | Value to use to specify number of trials. If specified, minimum value is 1. |
use_custom_target_reference
|
flag | Indicates whether custom reference category is to be used for a categorical target. Default
is false . |
target_reference_value
|
string | Reference category to use if use_custom_target_reference is
true . |
dist_link_combination
|
NormalIdentity GammaLog PoissonLog NegbinLog TweedieIdentity NominalLogit BinomialLogit BinomialProbit BinomialLogC CUSTOM |
Common models for distribution of values for target.
Choose CUSTOM
to specify a distribution from the list provided by target_distribution . |
target_distribution
|
Normal Binomial Multinomial Gamma INVERSE_GAUSS NEG_BINOMIAL Poisson TWEEDIE UNKNOWN |
Distribution of values for target when dist_link_combination is
Custom . |
link_function_type
|
UNKNOWN IDENTITY LOG LOGIT PROBIT COMPL_LOG_LOG POWER LOG_COMPL NEG_LOG_LOG ODDS_POWER NEG_BINOMIAL GEN_LOGIT CUMUL_LOGIT CUMUL_PROBIT CUMUL_COMPL_LOG_LOG CUMUL_NEG_LOG_LOG CUMUL_CAUCHIT |
Link function to relate target values to predictors. If target_distribution
is Binomial you can use:UNKNOWN IDENTITY LOG LOGIT PROBIT COMPL_LOG_LOG POWER LOG_COMPL NEG_LOG_LOG ODDS_POWER If
target_distribution is NEG_BINOMIAL you can use:NEG_BINOMIAL If
target_distribution is UNKNOWN , you can use: GEN_LOGIT CUMUL_LOGIT CUMUL_PROBIT CUMUL_COMPL_LOG_LOG CUMUL_NEG_LOG_LOG CUMUL_CAUCHIT |
link_function_param
|
number | Tweedie parameter value to use. Only applicable if normal_link_function or
link_function_type is POWER . |
tweedie_param |
number | Link function parameter value to use. Only applicable if
dist_link_combination is set to TweedieIdentity , or
link_function_type is TWEEDIE . |
use_predefined_inputs
|
flag | Indicates whether model effect fields are to be those defined upstream as input fields
(true ) or those from fixed_effects_list (false ).
|
model_effects_list
|
structured | If use_predefined_inputs is false , specifies the input
fields to use as model effect fields. |
use_intercept
|
flag | If true (default), includes the intercept in the model. |
regression_weight_field
|
field | Field to use as analysis weight field. |
use_offset
|
None Value Variable |
Indicates how offset is specified. Value None means no offset is
used. |
offset_value
|
number | Value to use for offset if use_offset is set to
offset_value . |
offset_field
|
field | Field to use for offset value if use_offset is set to
offset_field . |
target_category_order
|
Ascending Descending |
Sorting order for categorical targets. Default is Ascending . |
inputs_category_order
|
Ascending Descending |
Sorting order for categorical predictors. Default is Ascending . |
max_iterations
|
integer | Maximum number of iterations the algorithm will perform. A non-negative integer; default is 100. |
confidence_level
|
number | Confidence level used to compute interval estimates of the model coefficients. A non-negative integer; maximum is 100, default is 95. |
test_fixed_effects_coeffecients
|
Model Robust |
Method for computing the parameter estimates covariance matrix. |
detect_outliers |
flag | When true the algorithm finds influential outliers for all distributions except multinomial distribution. |
conduct_trend_analysis |
flag | When true the algorithm conducts trend analysis for the scatter plot. |
estimation_method |
FISHER_SCORING NEWTON_RAPHSON HYBRID |
Specify the maximum likelihood estimation algorithm. |
max_fisher_iterations |
integer | If using the FISHER_SCORING
estimation_method , the maximum number of iterations. Minimum 0, maximum 20. |
scale_parameter_method |
MLE FIXED DEVIANCE PEARSON_CHISQUARE |
Specify the method to be used for the estimation of the scale parameter. |
scale_value |
number | Only available if scale_parameter_method is set to
Fixed . |
negative_binomial_method |
MLE FIXED |
Specify the method to be for the estimation of the negative binomial ancillary parameter. |
negative_binomial_value |
number | Only available if negative_binomial_method is set to
Fixed . |
use_p_converge |
flag | Option for parameter convergence. |
p_converge |
number | Blank, or any positive value. |
p_converge_type |
flag | True = Absolute, False = Relative |
use_l_converge |
flag | Option for log-likelihood convergence. |
l_converge |
number | Blank, or any positive value. |
l_converge_type |
flag | True = Absolute, False = Relative |
use_h_converge |
flag | Option for Hessian convergence. |
h_converge |
number | Blank, or any positive value. |
h_converge_type |
flag | True = Absolute, False = Relative |
max_iterations
|
integer | Maximum number of iterations the algorithm will perform. A non-negative integer; default is 100. |
sing_tolerance |
integer | |
use_model_selection |
flag | Enables the parameter threshold and model selection method controls.. |
method |
LASSO ELASTIC_NET FORWARD_STEPWISE RIDGE |
Determines the model selection method, or if using Ridge the regularization
method, used. |
detect_two_way_interactions |
flag | When True the model will automatically detect two-way interactions between
input fields.
This control should only be enabled if the model is main effects only (that is,
where the user has not created any higher order effects) and if the method selected
is Forward Stepwise, Lasso, or Elastic Net. |
automatic_penalty_params |
flag | Only available if model selection method is Lasso or Elastic Net.
Use
this function to enter penalty parameters associated with either the Lasso or Elastic Net variable
selection methods.
If True , default values are used. If
False , the penalty parameters are enabled custom values can be entered. |
lasso_penalty_param |
number | Only available if model selection method is Lasso or Elastic Net and
automatic_penalty_params is False . Specify the penalty parameter
value for Lasso. |
elastic_net_penalty_param1 |
number | Only available if model selection method is Lasso or Elastic Net and
automatic_penalty_params is False . Specify the penalty parameter
value for Elastic Net parameter 1. |
elastic_net_penalty_param2 |
number | Only available if model selection method is Lasso or Elastic Net and
automatic_penalty_params is False . Specify the penalty parameter
value for Elastic Net parameter 2. |
probability_entry |
number | Only available if the method selected is Forward Stepwise. Specify the
significance level of the f statistic criterion for effect inclusion. |
probability_removal |
number | Only available if the method selected is Forward Stepwise. Specify the
significance level of the f statistic criterion for effect removal. |
use_max_effects |
flag | Only available if the method selected is Forward Stepwise.
Enables
the max_effects control.
When False the default number of
effects included should equal the total number of effects supplied to the model, minus the
intercept. |
max_effects |
integer | Specify the maximum number of effects when using the forward stepwise building method. |
use_max_steps |
flag | Enables the max_steps control.
When False the
default number of steps should equal three times the number of effects supplied to the model,
excluding the intercept. |
max_steps |
integer | Specify the maximum number of steps to be taken when using the Forward Stepwise building
method . |
use_model_name |
flag | Indicates whether to specify a custom name for the model (true ) or to use
the system-generated name (false ). Default is false . |
model_name |
string | If use_model_name is true , specifies the model name to
use. |
usePI |
flag | If true , predictor importance is calculated.. |
perform_model_effect_tests |
boolean | Whether to perform model effect tests. |
non_neg_least_squares |
integer | Whether to perform non-negative least squares. |