R/methods_plm.R

In parameters: Processing of Model Parameters

# plm package: .plm, .pgmm, .pggls

# plm ---------------------------

#' @export
standard_error.plm <- function(
  model,
  vcov = NULL,
  vcov_args = NULL,
  verbose = TRUE,
  ...
) {
  dots <- list(...)
  se <- NULL
  se_standard <- stats::coef(summary(model))

  # make sure we have a "matrix" class
  if (inherits(vcov, "Matrix") || inherits(vcov, "dpoMatrix")) {
    insight::check_if_installed("Matrix")
    vcov <- as.matrix(vcov)
  }

  # vcov: matrix
  if (is.matrix(vcov)) {
    se <- sqrt(diag(vcov))
  }

  # vcov: function which returns a matrix
  if (is.function(vcov)) {
    fun_args <- c(list(model), vcov_args)
    se <- .safe(sqrt(diag(do.call(vcov, fun_args))))
  }

  # vcov: character (with backward compatibility for `robust = TRUE`)
  if (is.character(vcov) || isTRUE(dots[["robust"]])) {
    .vcov <- insight::get_varcov(
      model,
      vcov = vcov,
      vcov_args = vcov_args,
      verbose = verbose,
      ...
    )
    se <- sqrt(diag(.vcov))
  }

  if (is.null(se)) {
    se <- as.vector(se_standard[, 2])
  }

  .data_frame(Parameter = .remove_backticks_from_string(rownames(se_standard)), SE = se)
}


#' @export
p_value.plm <- p_value.default


# pggls ------------------------

#' @export
p_value.pggls <- function(model, ...) {
  cs <- summary(model)$CoefTable
  p <- cs[, 4]
  .data_frame(Parameter = .remove_backticks_from_string(rownames(cs)), p = as.vector(p))
}


# pgmm --------------------

#' @export
model_parameters.pgmm <- function(
  model,
  ci = 0.95,
  component = c("conditional", "all"),
  exponentiate = FALSE,
  p_adjust = NULL,
  keep = NULL,
  drop = NULL,
  verbose = TRUE,
  ...
) {
  component <- match.arg(component)

  params <- .extract_parameters_generic(
    model,
    merge_by = c("Parameter", "Component"),
    ci = ci,
    component = component,
    p_adjust = p_adjust,
    keep_parameters = keep,
    drop_parameters = drop,
    ...
  )

  # exponentiate coefficients and SE/CI, if requested
  params <- .exponentiate_parameters(params, model, exponentiate)

  params <- .add_model_parameters_attributes(
    params,
    model,
    ci,
    exponentiate,
    p_adjust = p_adjust,
    verbose = verbose,
    ...
  )
  attr(params, "object_name") <- insight::safe_deparse_symbol(substitute(model))
  class(params) <- c("parameters_model", "see_parameters_model", class(params))

  params
}


#' @export
standard_error.pgmm <- function(model, component = c("conditional", "all"), ...) {
  component <- match.arg(component)
  params <- insight::get_parameters(model, component = component, ...)
  se <- sqrt(diag(insight::get_varcov(model, component = component, ...)))

  .data_frame(Parameter = params$Parameter, SE = as.vector(se))
}


#' @export
ci.pgmm <- function(
  x,
  ci = 0.95,
  dof = Inf,
  method = NULL,
  component = "conditional",
  ...
) {
  if (is.null(method)) {
    method <- "wald"
  } else {
    method <- tolower(method)
  }

  .ci_generic(model = x, ci = ci, dof = dof, method = method, component = component)
}