Description Usage Arguments Value Note Author(s) References See Also Examples
View source: R/calcRegCoeffs.R
Calculates posterior expectations, standard deviations and (optional) highest probability density (HPD) intervals
for the multinomial logit (MNL) regression coefficients (using boa.hpd
from package boa)
and also offers some other analyses like plotting paths and autocorrelation functions (ACFs) for the corresponding
MCMC draws.
1 2 3 | calcRegCoeffs(outList, hBase = 1, thin = 1, M0 = outList$Mcmc$M0,
grLabels = paste("Group", 1:outList$Prior$H),
printHPD = TRUE, plotPaths = TRUE, plotACFs = TRUE)
|
outList |
specifies a list containing the outcome (return value) of an MCMC run of |
hBase |
specifies the cluster/group which should serve as baseline cluster/group. |
thin |
An integer specifying the thinning parameter (default is 1). |
M0 |
specifies the number of the first MCMC draw after burn-in (default is |
grLabels |
A character vector giving user-specified names for the clusters/groups. |
printHPD |
If |
plotPaths |
If |
plotACFs |
If |
A list containing:
[[h]], h=1,..,H |
A matrix containing posterior expectation ( |
regCoeffsAll |
A matrix containing posterior expectation ( |
Note, that in contrast to the literature (see References), the numbering (labelling) of the states of the categorical outcome variable (time series) in this package is sometimes 0,...,K (instead of 1,...,K), however, there are K+1 categories (states)!
Christoph Pamminger <christoph.pamminger@gmail.com>
Sylvia Fruehwirth-Schnatter, Christoph Pamminger, Andrea Weber and Rudolf Winter-Ebmer, (2011), "Labor market entry and earnings dynamics: Bayesian inference using mixtures-of-experts Markov chain clustering". Journal of Applied Econometrics. DOI: 10.1002/jae.1249 http://onlinelibrary.wiley.com/doi/10.1002/jae.1249/abstract
Christoph Pamminger and Sylvia Fruehwirth-Schnatter, (2010), "Model-based Clustering of Categorical Time Series". Bayesian Analysis, Vol. 5, No. 2, pp. 345-368. DOI: 10.1214/10-BA606 http://ba.stat.cmu.edu/journal/2010/vol05/issue02/pamminger.pdf
boa.hpd
, acf
, mcClustExtended
, dmClustExtended
,
MNLAuxMix
1 2 | # please run the examples in mcClustExtended, dmClustExtended and
# MNLAuxMix
|
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