betaor: Odds ratios for a beta regression.

In mfx: Marginal Effects, Odds Ratios and Incidence Rate Ratios for GLMs

Description

This function estimates a beta regression model and calculates the corresponding odds ratios.

Usage

betaor(formula, data, robust = FALSE, clustervar1 = NULL, clustervar2 = NULL, 
       control = betareg.control(), link.phi = NULL, type = "ML")

Arguments

formula	an object of class “formula” (or one that can be coerced to that class).
data	the data frame containing these data. This argument must be used.
robust	if TRUE the function reports White/robust standard errors.
clustervar1	a character value naming the first cluster on which to adjust the standard errors.
clustervar2	a character value naming the second cluster on which to adjust the standard errors for two-way clustering.
control	a list of control arguments specified via betareg.control.
link.phi	as in the betareg function.
type	as in the betareg function.

Details

The underlying link function in the mean model (mu) is "logit". If both robust=TRUE and !is.null(clustervar1) the function overrides the robust command and computes clustered standard errors.

Value

oddsratio	a coefficient matrix with columns containing the estimates, associated standard errors, test statistics and p-values.
fit	the fitted betareg object.
call	the matched call.

References

Francisco Cribari-Neto, Achim Zeileis (2010). Beta Regression in R. Journal of Statistical Software 34(2), 1-24.

Bettina Gruen, Ioannis Kosmidis, Achim Zeileis (2012). Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned. Journal of Statistical Software, 48(11), 1-25.

See Also

betamfx, betareg

Examples

# simulate some data
set.seed(12345)
n = 1000
x = rnorm(n)

# beta outcome
y = rbeta(n, shape1 = plogis(1 + 0.5 * x), shape2 = (abs(0.2*x)))
# use Smithson and Verkuilen correction
y = (y*(n-1)+0.5)/n

data = data.frame(y,x)
betaor(y~x|x, data=data)

Example output

Loading required package: sandwich
Loading required package: lmtest
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: MASS
Loading required package: betareg
Call:
betaor(formula = y ~ x | x, data = data)

Odds Ratio:
  OddsRatio Std. Err.      z    P>|z|   
x  1.149663  0.056905 2.8177 0.004837 **
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

mfx documentation built on May 2, 2019, 12:46 p.m.