Impacts: Computation of elasticities in CoDa regression models

In CoDaImpact: Interpreting CoDa Regression Models

Computation of elasticities in CoDa regression models

Description

This function computes elasticities and semi-elasticities for CoDa regression model. where we have to distinguish four cases:

• Y and X are both compositional: this leads to an elasticity

• Y is compositional and X is scalar: this leads to a semi-elasticity

• Y is scalar and X is compositional: this leads to a semi-elasticity

• Y and X are both scalar: this case is not implemented as it leads to constant marginal effects

Usage

Impacts(object, Xvar = NULL, obs = 1)

Arguments

object	an object of class "lmCoDa"
Xvar	a character indicating the name of one explanatory variable
obs	a numeric that refers to the indicator of one observation

Details

The mathematical foundation for elasticity computations in CoDa model come from Morais and Thomas-Agnan (2021). Dargel and Thomas-Agnan (2024) present further results and illustrations.

Value

a matrix

Author(s)

• Lukas Dargel

• Rodrigue Nasr

References

• Dargel, Lukas and Christine Thomas-Agnan, “Pairwise share ratio interpretations of compositional regression models”, Computational Statistics & Data Analysis 195 (2024), p. 107945

• Morais, Joanna and Christine Thomas-Agnan. "Impact of covariates in compositional models and simplicial derivatives." Austrian Journal of Statistics 50.2 (2021): 1-15.

Examples

res <- lmCoDa(YIELD ~ PRECIPITATION + ilr(TEMPERATURES), data = head(rice_yields,20))
Impacts(res, Xvar = "TEMPERATURES")

CoDaImpact documentation built on May 29, 2024, 3:40 a.m.