combine_coef_se: Combines estimated coefficients and associated statistics...

In IQSS/Zelig: Everyone's Statistical Software

Combines estimated coefficients and associated statistics from models estimated with multiply imputed data sets or bootstrapped

Description

Combines estimated coefficients and associated statistics from models estimated with multiply imputed data sets or bootstrapped

Usage

combine_coef_se(obj, out_type = "matrix", bagging = FALSE,
  messages = TRUE)

Arguments

obj	a zelig object with an estimated model
out_type	either "matrix" or "list" specifying whether the results should be returned as a matrix or a list.
bagging	logical whether or not to bag the bootstrapped coefficients
messages	logical whether or not to return messages for what is being returned

Value

If the model uses multiply imputed or bootstrapped data then a matrix (default) or list of combined coefficients (coef), standard errors (se), z values (zvalue), p-values (p) is returned. Rubin's Rules are used to combine output from multiply imputed data. An error is returned if no imputations were included or there wasn't bootstrapping. Please use get_coef, get_se, and get_pvalue methods instead in cases where there are no imputations or bootstrap.

Author(s)

Christopher Gandrud and James Honaker

Source

Partially based on mi.meld from Amelia.

Examples

set.seed(123)

## Multiple imputation example
# Create fake imputed data
n <- 100
x1 <- runif(n)
x2 <- runif(n)
y <- rnorm(n)
data.1 <- data.frame(y = y, x = x1)
data.2 <- data.frame(y = y, x = x2)

# Estimate model
mi.out <- to_zelig_mi(data.1, data.2)
z.out.mi <- zelig(y ~ x, model = "ls", data = mi.out)

# Combine and extract coefficients and standard errors
combine_coef_se(z.out.mi)

## Bootstrap example
z.out.boot <- zelig(y ~ x, model = "ls", data = data.1, bootstrap = 20)
combine_coef_se(z.out.boot)

IQSS/Zelig documentation built on Dec. 11, 2023, 1:51 a.m.