Beyond family-driven GLMs, fastglm has fitting functions for four model types/situations that arise often in practice but require model-specific machinery on top of the standard IRLS solver:

  • fastglm_nb() — negative-binomial regression with the dispersion theta estimated jointly with the regression coefficients, in the spirit of MASS::glm.nb().
  • firth = TRUE — Firth’s (1993) bias-reducing penalty for logistic regression, useful under separation or in small samples (the logistf::logistf() use case).
  • fastglm_hurdle() — a two-part count model with a binary zero / non-zero component and a zero-truncated Poisson or NB count component, the same model as pscl::hurdle().
  • fastglm_zi() — a zero-inflated Poisson or NB regression, with a binary inflation component layered on the original (untruncated) count distribution, the same model as pscl::zeroinfl().

All four reuse the same C++ IRLS solver as fastglm() itself; the outer iteration (joint NB MLE, the EM loop in zero-inflation, the inner theta-Brent for unknown-theta NB hurdle / ZI) likewise lives in C++. Cameron and Trivedi (1998) is the standard textbook reference for the count-data theory underlying this vignette, and Zeileis, Kleiber, and Jackman (2008) gives the pscl implementation we benchmark against.

library(fastglm)
suppressPackageStartupMessages({
    library(MASS)        # glm.nb, rnegbin, sex2-style separation data
    library(pscl)        # hurdle, zeroinfl, bioChemists
    library(logistf)     # canonical Firth implementation
    library(microbenchmark)
})

Negative-binomial regression

fastglm_nb() is a drop-in alternative to MASS::glm.nb() (Venables and Ripley, 2002) for the NB2 model with Var(Y) = mu + mu^2 / theta. Both theta and beta are estimated by maximum likelihood, alternating an IRLS update for beta at fixed theta with a 1-D Brent root-find for theta at fixed beta. Both loops run in C++.

A small-sample comparison on MASS::quine (school absences):

data(quine)
X <- model.matrix(~ Eth + Sex + Age + Lrn, data = quine)
y <- quine$Days

fit_f <- fastglm_nb(X, y)
fit_m <- MASS::glm.nb(Days ~ Eth + Sex + Age + Lrn, data = quine)

c(theta_fastglm = fit_f$theta, theta_glm.nb = fit_m$theta)
#> theta_fastglm  theta_glm.nb 
#>      1.274893      1.274893

max(abs(unname(coef(fit_f)) - unname(coef(fit_m))))
#> [1] 3.004626e-08
abs(as.numeric(logLik(fit_f)) - as.numeric(logLik(fit_m)))
#> [1] 0

Coefficients and theta agree to roughly 1e-8 on the same MLE.

A timing comparison, on a moderately sized simulated NB(theta = 2) example:

set.seed(1)
n  <- 5e4
X  <- cbind(1, matrix(rnorm(n * 3), n, 3))
mu <- exp(X %*% c(0.5, 0.4, -0.2, 0.3))
y  <- MASS::rnegbin(n, mu = mu, theta = 2)
df <- data.frame(y = y, x1 = X[, 2], x2 = X[, 3], x3 = X[, 4])

mb_nb <- microbenchmark(
    fastglm_nb = fastglm_nb(X, y),
    glm.nb     = MASS::glm.nb(y ~ x1 + x2 + x3, data = df),
    times = 5L
)
print(mb_nb)
#> Unit: milliseconds
#>        expr       min        lq      mean    median        uq       max neval
#>  fastglm_nb  26.84213  27.26713  27.62084  27.34872  27.43671  29.20951     5
#>      glm.nb 253.35856 253.72407 291.23838 305.73597 320.53123 322.84208     5
#>  cld
#>   a 
#>    b

The native NB family kernel is also exposed directly through negbin(theta, link) for the case when theta is known (or estimated separately). Holding theta fixed at the joint MLE recovers the fastglm_nb() regression coefficients exactly, since fastglm_nb() is just IRLS at the converged theta:

fit_joint <- fastglm_nb(X, y)
fit_known <- fastglm(X, y, family = negbin(theta = fit_joint$theta, link = "log"))
max(abs(unname(coef(fit_known)) - unname(coef(fit_joint))))
#> [1] 1.624203e-07

Firth bias-reduced logistic regression

Logistic regression breaks down under (quasi-) separation: the MLE is at infinity and the Wald standard errors blow up. Firth (1993) modifies the score by (1/2) ∂ log|I(beta)| / ∂beta, which both removes the leading O(1/n) bias and produces finite estimates under separation. fastglm exposes the penalty as a flag,

fastglm(x, y, family = binomial(), firth = TRUE)

For binomial logit the penalty collapses to a per-iteration adjustment of the working response by h_i (0.5 - mu_i) / (mu_i (1 - mu_i)) where h_i is the leverage; no new family code is needed, and the cost per IRLS iteration is one extra streaming pass for the leverages.

The canonical demonstration uses the sex2 dataset shipped with logistf (Heinze and Schemper, 2002):

data(sex2, package = "logistf")
X <- model.matrix(~ age + oc + vic + vicl + vis + dia, data = sex2)
y <- sex2$case

fit_f <- fastglm(X, y, family = binomial(), firth = TRUE)
fit_l <- logistf(case ~ age + oc + vic + vicl + vis + dia, data = sex2)

cbind(fastglm = unname(coef(fit_f)), logistf = unname(coef(fit_l)))
#>          fastglm     logistf
#> [1,]  0.12025405  0.12025405
#> [2,] -1.10598133 -1.10598131
#> [3,] -0.06881673 -0.06881673
#> [4,]  2.26887465  2.26887464
#> [5,] -2.11140819 -2.11140817
#> [6,] -0.78831695 -0.78831694
#> [7,]  3.09601183  3.09601166
max(abs(unname(coef(fit_f)) - unname(coef(fit_l))))
#> [1] 1.67938e-07

The two implementations land on the same penalized MLE to about 2e-7. The difference in runtime is substantial because fastglm’s Firth-fitting code leverages our existing C++ solver:

mb_firth <- microbenchmark(
    fastglm = fastglm(X, y, family = binomial(), firth = TRUE),
    logistf = logistf(case ~ age + oc + vic + vicl + vis + dia, data = sex2),
    times = 10L
)
print(mb_firth)
#> Unit: microseconds
#>     expr      min       lq      mean   median       uq      max neval cld
#>  fastglm  196.308  212.257  232.8431  227.345  240.178  318.119    10  a 
#>  logistf 6685.337 6697.473 6788.4807 6755.324 6819.571 7121.741    10   b

firth = TRUE is currently restricted to family = binomial(link = "logit") on a dense matrix x; probit / cloglog use a different score correction and will be added separately.

Hurdle models

Hurdle models, introduced by Mullahy (1986), factorize a count distribution into two independent pieces:

  • a binary regression for 1(y > 0) over the full sample (the zero part);
  • a zero-truncated Poisson or NB regression for y > 0 over the positive subset (the count part).

Because the two parts share no parameters, the joint likelihood factorizes and they can be fit independently. fastglm’s C++ driver fits both parts using the same IRLS solver as fastglm(), with new FAM_POIS_TRUNC_* / FAM_NB_TRUNC_* family codes that handle the truncation correction stably (expm1, log1p near mu = 0).

The formula uses the Formula package convention y ~ x1 + x2 | z1 + z2; the right-hand side after | specifies the zero-part design (it defaults to the count-part design if absent).

data(bioChemists, package = "pscl")
fit_f <- fastglm_hurdle(art ~ ., data = bioChemists, dist = "poisson")
fit_p <- pscl::hurdle (art ~ ., data = bioChemists, dist = "poisson")

max(abs(unname(coef(fit_f, "count")) - unname(fit_p$coefficients$count)))
#> [1] 3.144497e-07
max(abs(unname(coef(fit_f, "zero"))  - unname(fit_p$coefficients$zero)))
#> [1] 1.27043e-10
abs(as.numeric(logLik(fit_f)) - as.numeric(logLik(fit_p)))
#> [1] 1.07093e-10

coef() and vcov() accept a model = c("full", "count", "zero") argument so each part can be inspected separately:

coef(fit_f, model = "count")
#> (Intercept)    femWomen  marMarried        kid5         phd        ment 
#>  0.67113934 -0.22858262  0.09648498 -0.14218724 -0.01272657  0.01874550
coef(fit_f, model = "zero")
#> (Intercept)    femWomen  marMarried        kid5         phd        ment 
#>  0.23679601 -0.25115113  0.32623358 -0.28524872  0.02221940  0.08012135

For NB count parts, the dispersion is estimated by an inner Brent MLE that runs between outer IRLS iterations; the outer-loop tolerance is controlled by outer.tol / outer.maxit.

A timing comparison on a 4000-observation simulated example:

set.seed(11)
n  <- 4000
x1 <- rnorm(n);  x2 <- rnorm(n)
lam    <- exp(0.7 + 0.4 * x1 - 0.3 * x2)
is_pos <- rbinom(n, 1, plogis(-0.4 + 0.5 * x1 + 0.2 * x2))
yt     <- integer(n)
for (i in seq_len(n)) {
    repeat { v <- rpois(1, lam[i]); if (v > 0) { yt[i] <- v; break } }
}
y  <- ifelse(is_pos == 1, yt, 0L)
df <- data.frame(y = y, x1 = x1, x2 = x2)

mb_hurdle <- microbenchmark(
    fastglm_hurdle = fastglm_hurdle(y ~ x1 + x2, data = df, dist = "poisson"),
    pscl_hurdle    = pscl::hurdle (y ~ x1 + x2, data = df, dist = "poisson"),
    times = 5L
)
print(mb_hurdle)
#> Unit: milliseconds
#>            expr       min        lq      mean    median        uq       max
#>  fastglm_hurdle  1.162268  1.181374  1.289278  1.212288  1.315854  1.574605
#>     pscl_hurdle 15.390867 16.167653 17.731131 17.858001 18.205230 21.033902
#>  neval cld
#>      5  a 
#>      5   b

Zero-inflated models

Zero inflation, introduced by Lambert (1992), differs from a hurdle in that the two components share a latent variable: a y = 0 outcome could come from the inflation component (with probability pi_i) or from the count component (with probability 1 - pi_i and a count-side zero). The likelihood for y = 0 is

Pr(Yi=0)=πi+(1πi)f(0;μi) \Pr(Y_i = 0) = \pi_i + (1 - \pi_i) f(0; \mu_i)

and for y > 0 it is (1 - pi_i) f(y; mu_i). The two-component mixture rules out a closed-form factorization, so fastglm uses an EM algorithm:

  • E-step: posterior tau_i = P(Z_i = 1 | y_i) for each observation, computed in log-space with logsumexp to avoid catastrophic cancellation when pi_i is near 0 or 1.
  • M-step: a binomial logit / probit / cloglog / log fit with response tau (continuous), weights 1; followed by a Poisson or NB fit on the original y with prior weights 1 - tau. For NB, an inner Brent MLE re-estimates theta after each count-side step.

The final observed-information vcov comes from a numerical Jacobian of the analytical observed score at the EM fixed point, which is stable and cheap (block-diagonal per (gamma, beta, theta)). The complete EM driver — E-step, both M-steps, the inner theta MLE, and the score Jacobian — runs in C++.

The formula syntax matches fastglm_hurdle() exactly:

fit_f <- fastglm_zi(art ~ ., data = bioChemists, dist = "poisson",
                    em.tol = 1e-10, em.maxit = 300L)
fit_p <- pscl::zeroinfl(art ~ ., data = bioChemists, dist = "poisson")

max(abs(unname(coef(fit_f, "count")) - unname(fit_p$coefficients$count)))
#> [1] 2.019915e-05
max(abs(unname(coef(fit_f, "zero"))  - unname(fit_p$coefficients$zero)))
#> [1] 4.132504e-05
abs(as.numeric(logLik(fit_f)) - as.numeric(logLik(fit_p)))
#> [1] 3.170896e-07

EM is iterative, so the agreement is slightly looser than for hurdle (where the two parts are closed-form independent fits), but coefficients and the joint log-likelihood still match to about 1e-5.

A timing comparison on a simulated zero-inflated Poisson:

set.seed(21)
n  <- 3000
x1 <- rnorm(n);  x2 <- rnorm(n)
eta_c <- 0.7 + 0.4 * x1 - 0.3 * x2
eta_z <- -0.4 + 0.5 * x1 + 0.2 * x2
z     <- rbinom(n, 1, plogis(eta_z))
y     <- ifelse(z == 1, 0L, rpois(n, exp(eta_c)))
df    <- data.frame(y = y, x1 = x1, x2 = x2)

mb_zi <- microbenchmark(
    fastglm_zi = fastglm_zi(y ~ x1 + x2, data = df, dist = "poisson"),
    pscl_zi    = pscl::zeroinfl(y ~ x1 + x2, data = df, dist = "poisson"),
    times = 5L
)
print(mb_zi)
#> Unit: milliseconds
#>        expr       min        lq     mean    median       uq      max neval cld
#>  fastglm_zi  9.445867  9.770874 11.09564  9.955046 12.79950 13.50692     5  a 
#>     pscl_zi 23.365736 24.353344 25.41642 24.487250 26.73733 28.13842     5   b

References

  • Firth, D. (1993). Bias reduction of maximum likelihood estimates. Biometrika, 80(1), 27–38. doi:10.1093/biomet/80.1.27

  • Heinze, G. and Schemper, M. (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine, 21(16), 2409–2419. doi:10.1002/sim.1047

  • Cameron, A. C. and Trivedi, P. K. (1998). Regression Analysis of Count Data. Cambridge University Press.

  • Mullahy, J. (1986). Specification and testing of some modified count data models. Journal of Econometrics, 33(3), 341–365. doi:10.1016/0304-4076(86)90002-3

  • Lambert, D. (1992). Zero-inflated Poisson regression, with an application to defects in manufacturing. Technometrics, 34(1), 1–14. doi:10.2307/1269547

  • Zeileis, A., Kleiber, C., and Jackman, S. (2008). Regression models for count data in R. Journal of Statistical Software, 27(8), 1–25. doi:10.18637/jss.v027.i08

  • Venables, W. N. and Ripley, B. D. (2002). Modern Applied Statistics with S (4th ed.). Springer.