Description Usage Arguments Details Value Author(s) See Also Examples

This function plots the curves of the coefficients, the standard errors and the p-values against the transition variable.

1 2 | ```
plot_coefficients(obj, vars, length.out = 100, color = "blue",
size = 1.5)
``` |

`obj` |
an object of the class PSTR returned from some functions in the package. Note that the corresponding PSTR model must be estimated first. |

`vars` |
a vector of column numbers or names (character strings) specifying which variables in the nonlinear part to use. |

`length.out` |
a scalar of desired length (number of points) for building the x-axis. 100 by default. |

`color` |
the color of the lines. |

`size` |
the size of the lines. |

The curves of the coefficients, the standard errors and the p-values against the transition variable are functions

*f_1(x) = β_{0j} + β_{1j}g(x ; γ, c)*

*f_2(x) = se(f_1(x))*

*f_3(x) = 1 - Prob\{ X < [f_1(x)/f_2(x)]^2 \} *

where *x* is a variable taking the position of the transition variable,
*se* stands for the cluster-robust and heteroskedasticity-consistent standard error of the estimate *f_1(x)* at *x*,
*X* is a random variable following chi-square distribution with degrees of freedom one.

More than one variable can be put in `vars`

.

The return value is a list of the same length as `vars`

, whose elements are plottable objects.

A list of plottable objects from the `ggplot2`

package.

Yukai Yang, yukai.yang@statistik.uu.se

Functions which return an object of the class PSTR can be input into this function

1 2 3 4 5 6 7 8 9 10 | ```
pstr = NewPSTR(Hansen99, dep='inva', indep=4:20, indep_k=c('vala','debta','cfa','sales'),
tvars=c('vala','debta','cfa','sales'), iT=14) # create a new PSTR object
# estimate the PSTR model first
pstr = EstPSTR(use=pstr, im=1, iq=1, useDelta=TRUE, par=c(.63,0), method='CG')
# plot the curve and surfaces
ret = plot_coefficients(pstr, vars=1:4, length.out=100, color="dodgerblue4", size=2)
ret[[1]]
ret[[1]] + ggplot2::scale_x_log10()
``` |

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