dr_asympar: Binary glm object at several threshold values

In bayesdistreg: Bayesian Distribution Regression

Description

dr_asympar computes a normal approximation of the likelihood at a vector of threshold values

Usage

dr_asympar(y, x, thresh, ...)

Arguments

y	outcome variable
x	matrix of covariates
thresh	vector of threshold values on the support of outcome y
...	additional arguments to pass to lapl_aprx2

Value

a list of glm objects corresponding to thresh

Examples

y = faithful$waiting
x = scale(cbind(faithful$eruptions,faithful$eruptions^2))
qtaus = quantile(y,c(0.05,0.25,0.5,0.75,0.95))
drabj<- dr_asympar(y=y,x=x,thresh = qtaus)
lapply(drabj,coef); lapply(drabj,vcov) 
# mean and covariance at respective threshold values

bayesdistreg documentation built on May 1, 2019, 8:03 p.m.