estimands: Extract DLM parameter estimates
In asw221/dlm: Distributed Lag Models for Built Environment Applications

Description Usage Arguments Details Value

Extract regression coefficients, variances, etc. from fitted dlMod objects

coef(object, ...)

confint(object, ...)

Sigma(object, ...)

vcoef(object, ...)

vcoef0(object, ...)

## S4 method for signature 'dlMod'
Sigma(object, scaled = TRUE, ...)

## S4 method for signature 'dlMod'
vcoef0(object, scaled = TRUE, ...)

## S4 method for signature 'dlMod'
vcoef(object, scaled = TRUE, ...)

## S3 method for class 'dlMod'
coef(object, scaled = TRUE, ...)

## S3 method for class 'dlMod'
confint(object, parm, level = 0.95, scaled = TRUE,
  coef = TRUE, ...)

`object`	a fitted `dlMod` object
`...`	additional arguments
`scaled`	if `TRUE` (the default), any lag parameters are scaled for more natural interpretation (see Details)
`parm`	an integer or character index to subset parameters
`level`	the desired confidence level
`coef`	if `coef = TRUE` (the default), `confint.dlMod` will include an extra column (with `colname` `"coef"`) for the regression coefficients themselves

Other typical methods like residuals, and sigma, etc. are handled via inheritance from lme4 classes. If the argument scaled = TRUE, parameter estimates are scaled by the areas between radii and summed so that they can be interpreted as the estimate up to a given radius (e.g. see the dlmBE package documentation).

coef.dlMod: follows the format of lme4::coef.merMod to return the sums of fixed and random effects for each level and grouping factor
confint.dlMod: returns confidence intervals for regression coefficients following stats::confint
Sigma: returns the regression coefficient covariance matrix. Row and column indices are in the same order as vcoef (see below)
vcoef: returns vectorized coefficients from the fitted model. Fixed effects come before distributed lag coefficients, which come before other random effects coefficients. For example, if β is a vector of fixed effects; θ_1 and θ_2 are vectors of (separately penalized) DL coefficients; and b_1, b_2, ... are additional random effects vectors for groups 1, 2, ..., then vcoef will return the (named) vector (β', θ_1', θ_2', b_1', b_2', ...)'. vcoef0 returns the same coefficient vector but without names (and is slightly faster).