compare_coef_vectors: Compare coefficient vectors across models

In paramhetero: Numeric and Visual Comparisons of Heterogeneity in Parametric Models

Compare coefficient vectors across models

Description

Compare coefficient vectors, after removing intercept, across multiple models.

Usage

compare_coef_vectors(model_list)

Arguments

model_list

A list of regression models.

Details

This function currently supports comparing coefficient vectors from two models. The intercepts of the models are removed, if they exist, and the coefficient vectors are compared by Hotelling's T^2 test. This can be considered as an initial omnibus test for differences among the coefficients before searching through all coefficients for individual differences using, for example, compare_coefs.

Value

List of test results. This includes the chi-squared statistic, degrees of freedom, and p-value.

Examples

 ##Simulate data

 N = 500

 m = rep(1:2, each=N)

 x1 = rnorm(n=N*2)
 x2 = rnorm(n=N*2)
 x3 = rnorm(n=N*2)

 y = x1 + x2 + x3 + rnorm(n=N*2)

 dat = data.frame(m, x1, x2, x3, y)

 m1 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==1)
 m2 = lm(y ~ x1 + x2 + x3, data=dat, subset=m==2)

 mList = list(m1, m2)

 compare_coef_vectors(model_list = mList)

paramhetero documentation built on April 26, 2022, 1:06 a.m.