plot_coefficients: Plot coefficients, standard errors, and p-values against the...

In PSTR: Panel Smooth Transition Regression Modelling

Plot coefficients, standard errors, and p-values against the transition variable

Description

This function plots three curves against the transition variable: the coefficient function, its standard error, and the corresponding p-value.

Usage

plot_coefficients(obj, vars, length.out = 100, color = "blue", size = 1.5)

Arguments

obj	An object of class "PSTR".
vars	A vector of column indices or variable names from the nonlinear part.
length.out	Number of grid points over the transition variable.
color	Line colour.
size	Line width.

Details

For each selected variable j, the curves are

f_1(x) = \beta_{0j} + \beta_{1j} g(x;\gamma,c)

f_2(x) = se\{f_1(x)\}

f_3(x) = 1 - \Pr\left\{X < \left[f_1(x)/f_2(x)\right]^2\right\}

where X follows a chi-square distribution with one degree of freedom.

In addition to the exported function plot_coefficients(obj = ...), the same functionality is available as an R6 method via obj$plot_coefficients(...).

Value

A named list of ggplot2 objects.

Examples

pstr <- NewPSTR(Hansen99, dep = "inva", indep = 4:20,
                indep_k = c("vala","debta","cfa","sales"),
                tvars = c("vala","debta","cfa","sales"), iT = 14)

pstr <- EstPSTR(use = pstr, im = 1, iq = 1,
                useDelta = TRUE, par = c(.63,0), method = "CG")

# Exported function
ret <- plot_coefficients(pstr, vars = 1:4)

# R6 method
ret2 <- pstr$plot_coefficients(vars = 1:4)

PSTR documentation built on Feb. 28, 2026, 1:06 a.m.