b_sim: Simulate coefficients from a GLM by making draws from the...

In christophergandrud/coreSim: Core Functionality for Simulating Quantities of Interest from Generalised Linear Models

Description

Simulate coefficients from a GLM by making draws from the multivariate normal distribution

Usage

b_sim(obj, mu, Sigma, nsim = 1000)

Arguments

obj	a fitted model object.
mu	an optional vector giving the means of the variables. If obj is supplied then mu is ignored.
Sigma	an optional positive-definite symmetric matrix specifying the covariance matrix of the variables. If obj is supplied then Sigma is ignored. If your model includes an intercept, this should be given the name intercept_.
nsim	number of simulations to draw.

Value

A data frame of simulated coefficients from obj.

Examples

library(car)

# Estimate model
m1 <- lm(prestige ~ education + type, data = Prestige)

# Create fitted values
prestige_sims <- b_sim(m1)

# Manually supply coefficient means and covariance matrix
coefs <- coef(m1)
vcov_matrix <- vcov(m1)

prestige_sims_manual <- b_sim(mu = coefs, Sigma = vcov_matrix)

christophergandrud/coreSim documentation built on May 13, 2019, 7:01 p.m.