estimands: Extract DLM parameter estimates

Description Usage Arguments Details Value

Description

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

Usage

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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, ...)

Arguments

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

Details

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).

Value

All of these functions return numeric data


asw221/dlm documentation built on May 8, 2019, 5:59 p.m.