se: Standard errors

In LMest: Generalized Latent Markov Models

Standard errors

Description

Function to compute standard errors for the parameter estimates.

Usage

se(est, ...)
## S3 method for class 'LMbasic'
se(est, ...)
## S3 method for class 'LMbasiccont'
se(est, ...)
## S3 method for class 'LMlatent'
se(est, ...)
## S3 method for class 'LMlatentcont'
se(est, ...)

Arguments

est	an object obtained from a call to lmest and lmestCont
...	further arguments

Value

Standard errors for estimates in est object.

Author(s)

Francesco Bartolucci, Silvia Pandolfi, Fulvia Pennoni, Alessio Farcomeni, Alessio Serafini

Examples

## Not run: 

# LM model for categorical responses without covariates 

data("data_SRHS_long")
SRHS <- data_SRHS_long[1:2400,]

# Categories rescaled to vary from 0 (“poor”) to 4 (“excellent”)

SRHS$srhs <- 5 - SRHS$srhs

out <- lmest(responsesFormula = srhs ~ NULL,
             index = c("id","t"),
             data = SRHS,
             k = 3,
             modBasic = 1,
             out_se = FALSE)
            
out.se <- se(out)

out1 <- lmest(responsesFormula = srhs ~ NULL,
              index = c("id","t"),
              data = SRHS,
              k = 3,
              modBasic = 1,
              out_se = TRUE)
            
out1.se <- se(out1)

# LM model for categorical responses with covariates on the latent model

out2 <- lmest(responsesFormula = srhs ~ NULL,
              latentFormula =  ~
              I(gender - 1) +
              I( 0 + (race == 2) + (race == 3)) +
              I(0 + (education == 4)) +
              I(0 + (education == 5)) +
              I(age - 50) + I((age-50)^2/100),
              index = c("id","t"),
              data = SRHS,
              k = 2,
              paramLatent = "multilogit",
              start = 0)
              
out2.se <- se(out2)

# LM model for continous responses without covariates 

data(data_long_cont)

out3 <- lmestCont(responsesFormula = Y1 + Y2 + Y3 ~ NULL,
                  index = c("id", "time"),
                  data = data_long_cont,
                  k =3,
                  modBasic = 1,
                  tol = 10^-5)
                  
out3.se <- se(out3)

# LM model for continous responses with covariates 

out4 <- lmestCont(responsesFormula = Y1 + Y2 + Y3  ~ NULL,
                  latentFormula = ~ X1 + X2 | X1 + X2,
                  index = c("id", "time"),
                  data = data_long_cont,
                  k = 3,
                  output = TRUE)
                  
out4.se <- se(out4)

## End(Not run)

LMest documentation built on Aug. 27, 2023, 5:06 p.m.