difference: Plotting difference in posterior estimates from a sparse...

In sparsereg: Sparse Bayesian Models for Regression, Subgroup Analysis, and Panel Data

Description

Function for plotting differences in posterior density estimates for separate parameters from sparse regression analysis.

Usage

difference(x,type="mode",var1=NULL,var2=NULL,plot.it=TRUE, 
main="Difference",xlabel="Effect", ylabel="Density")

Arguments

x	Object of class sparsereg.
type	Whether to difference the posterior mode or posterior mean. Options are "mode" and "mean".
var1, var2	Variables names for the effects to difference.
plot.it	Whether to plot the density of the difference.
main, xlabel, ylabel	Main title, x-axis label, and y-axis label.

Details

Generates a density of the estimated posterior of the difference between the effects of two variables.

References

Ratkovic, Marc and Tingley, Dustin. 2015. "Sparse Estimation with Uncertainty: Subgroup Analysis in Large Dimensional Design." Working paper.

See Also

sparsereg, plot.sparsereg, summary.sparsereg, violinplot, print.sparsereg

Examples

## Not run: 
 set.seed(1)
 n<-500
 k<-100
 Sigma<-diag(k)
 Sigma[Sigma==0]<-.5
 X<-mvrnorm(n,mu=rep(0,k),Sigma=Sigma)
 y.true<-3+X[,2]*2+X[,3]*(-3)
 y<-y.true+rnorm(n)



##Fit a linear model with five covariates.
 s1<-sparsereg(y,X[,1:5])
 difference(s1,var1=1,var2=2)

## End(Not run)

sparsereg documentation built on May 1, 2019, 7:28 p.m.