Description Usage Arguments Details Value See Also
psatGLM
is used to estimate regression models that were selected
based on a single aggregate test of the of form
β' K β > c > 0
or
a'β < l or a'β > u
where β is the MLE estimate for the regression coefficients.
1 2 3 4 5 6 | psatGLM(X, y, contrasts = NULL, test = "wald",
test_direction = c("two-sided", "lower", "upper"), family = "gaussian",
resid_sd = c("null", "naive"), threshold = NULL, pval_threshold = 0.05,
estimate_type = c("mle", "naive"), pvalue_type = c("hybrid", "polyhedral",
"naive"), ci_type = c("switch", "polyhedral", "naive"),
confidence_level = 0.95, verbose = TRUE, control = psatControl())
|
X |
the design matrix of the regression model without an intercept. |
y |
the observed dependent variable. |
contrasts |
an optional matrix of contrasts to be tested: must have number of columns
identical to |
test |
For a quadratic test, the string 'wald' or a semi-positive matrix
of dimension |
test_direction |
see |
family |
see |
resid_sd |
method for estimating the covariance matrix or, optionaly a standard deviation estimate for linear model. Built in estimation methods are Re-fitted least squares if 'naive' or intercept model if 'null'. |
threshold |
a threshold that the aggregate test must cross in order for the model to be estimated. Should be a positive scalar for quadratic tests and a vector of size 2 for linear aggregate tests. |
pval_threshold |
if threshold is not specified, then a threshold will be set such that
the selection occures iff |
estimate_type |
see |
pvalue_type |
see |
ci_type |
see |
confidence_level |
see |
verbose |
whether the progress of the inference function should be reported. |
control |
an object of type |
psatGLM
is used to perform inference in generalized
linear models that were selected via a single aggregate test. This
function essentially works as a wrapper for mvnQuadratic
and mvnLinear
. See the
documentation of mvnQuadratic
for details regrading the
available inference methods.
The function works by fitting a regression model using the glm
function. If resid_sd
is set to "naive" then the covariance matrix is estimated
based on the initial model fit. If resid_sd
is set to "null" then the covariance matrix
will be estimated based on an intercept model. Once a model has been estimated, an
aggregate test is performed based on the estimated covariance with the intercept removed
and the vector of regression coefficients is passed to mvnQuadratic
or mvnLinear
without the intercept.
An object of type psatGLM
mvnQuadratic
, mvnLinear
, getCI
,
getPval
, plot.psatGLM
,
summary.psatGLM
, coef.pastGLM
,
predict.psatGLM
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