Zelig-normal-class: Normal Regression for Continuous Dependent Variables

Description Arguments Details Value See Also Examples

Description

Normal Regression for Continuous Dependent Variables

Arguments

model

the name of a statistical model to estimate. For a list of other supported models and their documentation see: http://docs.zeligproject.org/articles/.

data

the name of a data frame containing the variables referenced in the formula or a list of multiply imputed data frames each having the same variable names and row numbers (created by Amelia or to_zelig_mi).

...

additional arguments passed to zelig, relevant for the model to be estimated.

by

a factor variable contained in data. If supplied, zelig will subset the data frame based on the levels in the by variable, and estimate a model for each subset. This can save a considerable amount of effort. You may also use by to run models using MatchIt subclasses.

cite

If is set to 'TRUE' (default), the model citation will be printed to the console.

below

(defaults to 0) The point at which the dependent variable is censored from below. If any values in the dependent variable are observed to be less than the censoring point, it is assumed that that particular observation is censored from below at the observed value. (See for a Bayesian implementation that supports both left and right censoring.)

robust

defaults to FALSE. If TRUE, zelig() computes robust standard errors based on sandwich estimators (see and ) and the options selected in cluster.

if

robust = TRUE, you may select a variable to define groups of correlated observations. Let x3 be a variable that consists of either discrete numeric values, character strings, or factors that define strata. Then z.out <- zelig(y ~ x1 + x2, robust = TRUE, cluster = "x3", model = "tobit", data = mydata) means that the observations can be correlated within the strata defined by the variable x3, and that robust standard errors should be calculated according to those clusters. If robust = TRUE but cluster is not specified, zelig() assumes that each observation falls into its own cluster.

formula

a model fitting formula

Details

Additional parameters avaialable to this model include:

Value

Depending on the class of model selected, zelig will return an object with elements including coefficients, residuals, and formula which may be summarized using summary(z.out) or individually extracted using, for example, coef(z.out). See http://docs.zeligproject.org/articles/getters.html for a list of functions to extract model components. You can also extract whole fitted model objects using from_zelig_model.

See Also

Vignette: http://docs.zeligproject.org/articles/zelig_normal.html

Examples

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data(macro)
z.out1 <- zelig(unem ~ gdp + capmob + trade, model = "normal",
data = macro)
summary(z.out1)
x.high <- setx(z.out1, trade = quantile(macro$trade, 0.8))
x.low <- setx(z.out1, trade = quantile(macro$trade, 0.2))
s.out1 <- sim(z.out1, x = x.high, x1 = x.low)
summary(s.out1)
plot(s.out1)

Zelig documentation built on Jan. 8, 2021, 2:26 a.m.