Description Usage Arguments Value Author(s) Examples
FAB p-values and confidence intervals for parameters in linear regression models
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cformula |
formua for the control variables |
FABvars |
matrix of regressors for which to make FAB p-values and CIs |
lformula |
formula for the linking model (just specify right-hand side) |
alpha |
error rate for CIs (1-alpha CIs will be constructed) |
rssSplit |
use some residual degrees of freedom to help fit linking model (TRUE/FALSE) |
silent |
show progress (TRUE) or not (FALSE) |
an object of the class lmFAB
which inherits from lm
Peter Hoff
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | # n observations, p FAB variables, q=2 control variables
n<-100 ; p<-25
# X is design matrix for params of interest
# beta is vector of true parameter values
# v a variable in the linking model - used to share info across betas
v<-rnorm(p) ; beta<-(2 - 2*v + rnorm(p))/3 ; X<-matrix(rnorm(n*p),n,p)/8
# control coefficients and variables
alpha1<-.5 ; alpha2<- -.5
w1<-rnorm(n)/8
w2<-rnorm(n)/8
# simulate data
lp<-1 + alpha1*w1 + alpha2*w2 + X%*%beta
y<-rnorm(n,lp)
# fit model
fit<-lmFAB(y~w1+w2,X,~v)
fit$FABpv
fit$FABci
summary(fit) # look at p-value column
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