predict.SemiParBIVProbit: Prediction function

In SemiParBIVProbit: Semiparametric Copula Regression Models

Description

It takes a fitted SemiParBIVProbit/copulaReg/copulaSampleSel/SemiParTRIV object and, for each equation, produces predictions for a new set of values of the model covariates or the original values used for the model fit. Standard errors of predictions can be produced and are based on the posterior distribution of the model coefficients. This function is a wrapper for predict.gam() in mgcv. Please see the documentation of predict.gam() for full details.

Usage

## S3 method for class 'SemiParBIVProbit'
predict(object, eq, ...)

Arguments

object	A fitted codeSemiParBIVProbit/copulaReg/copulaSampleSel/SemiParTRIV object.
eq	The equation to be considered for prediction.
...	Other arguments as in predict.gam() in mgcv.

WARNINGS

When type = "response" (which gives predictions on the scale of the response variable), for the case of continuous responses this function will NOT produce correct predictions for the outcome variable (except for some the Gaussian case). This is because for all distributions (except the Gaussian) implemented in this package the distributional parameters determine the mean and variance through functions of them.

When predicting based on a new data set, this function can not return correct predictions for models based on a BivD value of "C0C90", "C0C270", "C180C90", "C180C270", "G0G90", "G0G270", "G180G90", "G180G270", "J0J90", "J0J270", "J180J90" or "J180J270".

predict.SemiParBIVProbitB has been created for internal use only.

Author(s)

Maintainer: Giampiero Marra [e-mail]

See Also

SemiParBIVProbit, copulaReg, copulaSampleSel, SemiParTRIV, plot.SemiParBIVProbit

SemiParBIVProbit documentation built on June 20, 2017, 9:03 a.m.