BIFIE.linreg | R Documentation |
Computes linear regression.
BIFIE.linreg(BIFIEobj, dep=NULL, pre=NULL, formula=NULL,
group=NULL, group_values=NULL, se=TRUE)
## S3 method for class 'BIFIE.linreg'
summary(object,digits=4,...)
## S3 method for class 'BIFIE.linreg'
coef(object,...)
## S3 method for class 'BIFIE.linreg'
vcov(object,...)
BIFIEobj |
Object of class |
dep |
String for the dependent variable in the regression model |
pre |
Vector of predictor variables. If the intercept should be included,
then use the variable |
formula |
An R formula object which can be applied instead of
providing |
group |
Optional grouping variable(s) |
group_values |
Optional vector of grouping values. This can be omitted and grouping values will be determined automatically. |
se |
Optional logical indicating whether statistical inference based on replication should be employed. |
object |
Object of class |
digits |
Number of digits for rounding output |
... |
Further arguments to be passed |
A list with following entries
stat |
Data frame with unstandardized and standardized regression
coefficients, residual standard deviation and |
output |
Extensive output with all replicated statistics |
... |
More values |
Alternative implementations: survey::svyglm
,
intsvy::timss.reg
,
intsvy::timss.reg.pv
,
stats::lm
See BIFIE.logistreg
for logistic regression.
#############################################################################
# EXAMPLE 1: Imputed TIMSS dataset
#############################################################################
data(data.timss1)
data(data.timssrep)
# create BIFIE.dat object
bdat <- BIFIEsurvey::BIFIE.data( data.list=data.timss1, wgt=data.timss1[[1]]$TOTWGT,
wgtrep=data.timssrep[, -1 ] )
#**** Model 1: Linear regression for mathematics score
mod1 <- BIFIEsurvey::BIFIE.linreg( bdat, dep="ASMMAT", pre=c("one","books","migrant"),
group="female" )
summary(mod1)
## Not run:
# same model but specified with R formulas
mod1a <- BIFIEsurvey::BIFIE.linreg( bdat, formula=ASMMAT ~ books + migrant,
group="female", group_values=0:1 )
summary(mod1a)
# compare result with lm function and first imputed dataset
dat1 <- data.timss1[[1]]
mod1b <- stats::lm( ASMMAT ~ 0 + as.factor(female) + as.factor(female):books +
as.factor(female):migrant,
data=dat1, weights=dat1$TOTWGT )
summary(mod1b)
#**** Model 2: Like Model 1, but books is now treated as a factor
mod2 <- BIFIEsurvey::BIFIE.linreg( bdat, formula=ASMMAT ~ as.factor(books) + migrant)
summary(mod2)
#############################################################################
# EXAMPLE 2: PISA data | Nonlinear regression models
#############################################################################
data(data.pisaNLD)
data <- data.pisaNLD
#--- Create BIFIEdata object immediately using BIFIE.data.jack function
bdat <- BIFIEsurvey::BIFIE.data.jack( data.pisaNLD, jktype="RW_PISA", cdata=TRUE)
summary(bdat)
#****************************************************
#*** Model 1: linear regression
mod1 <- BIFIEsurvey::BIFIE.linreg( bdat, formula=MATH ~ HISEI )
summary(mod1)
#****************************************************
#*** Model 2: Cubic regression
mod2 <- BIFIEsurvey::BIFIE.linreg( bdat, formula=MATH ~ HISEI + I(HISEI^2) + I(HISEI^3) )
summary(mod2)
#****************************************************
#*** Model 3: B-spline regression
# test with design of HISEI values
dfr <- data.frame("HISEI"=16:90 )
des <- stats::model.frame( ~ splines::bs( HISEI, df=5 ), dfr )
des <- des$splines
plot( dfr$HISEI, des[,1], type="l", pch=1, lwd=2, ylim=c(0,1) )
for (vv in 2:ncol(des) ){
lines( dfr$HISEI, des[,vv], lty=vv, col=vv, lwd=2)
}
# apply B-spline regression in BIFIEsurvey::BIFIE.linreg
mod3 <- BIFIEsurvey::BIFIE.linreg( bdat, formula=MATH ~ splines::bs(HISEI,df=5) )
summary(mod3)
#*** include transformed HISEI values for B-spline matrix in bdat
bdat2 <- BIFIEsurvey::BIFIE.data.transform( bdat, ~ 0 + splines::bs( HISEI, df=5 ))
bdat2$varnames[ bdat2$varsindex.added ] <- paste0("HISEI_bsdes",
seq( 1, length( bdat2$varsindex.added ) ) )
#****************************************************
#*** Model 4: Nonparametric regression using BIFIE.by
?BIFIE.by
#---- (1) test function with one dataset
dat1 <- bdat$dat1
vars <- c("MATH", "HISEI")
X <- dat1[,vars]
w <- bdat$wgt
X <- as.data.frame(X)
# estimate model
mod <- stats::loess( MATH ~ HISEI, weights=w, data=X )
# predict HISEI values
hisei_val <- data.frame( "HISEI"=seq(16,90) )
y_pred <- stats::predict( mod, hisei_val )
graphics::plot( hisei_val$HISEI, y_pred, type="l")
#--- (2) define loess function
loess_fct <- function(X,w){
X1 <- data.frame( X, w )
colnames(X1) <- c( vars, "wgt")
X1 <- stats::na.omit(X1)
# mod <- stats::lm( MATH ~ HISEI, weights=X1$wgt, data=X1 )
mod <- stats::loess( MATH ~ HISEI, weights=X1$wgt, data=X1 )
y_pred <- stats::predict( mod, hisei_val )
return(y_pred)
}
#--- (3) estimate model
mod4 <- BIFIEsurvey::BIFIE.by( bdat, vars, userfct=loess_fct )
summary(mod4)
# plot linear function pointwise and confidence intervals
graphics::plot( hisei_val$HISEI, mod4$stat$est, type="l", lwd=2,
xlab="HISEI", ylab="PVMATH", ylim=c(430,670) )
graphics::lines( hisei_val$HISEI, mod4$stat$est - 1.96* mod4$stat$SE, lty=3 )
graphics::lines( hisei_val$HISEI, mod4$stat$est + 1.96* mod4$stat$SE, lty=3 )
## End(Not run)
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