F2: F2 coefficient for cub model

In fhernanb/cubm: Tools to fit cub models via Maximum Likelihood

Description

This function generates the F2 coefficient, difference 1 and Diss.

Usage

F2(mod)

Arguments

mod	object of cub class

Examples

#' # Example 1 
#' # Generating a random sample given the values of pi and xi
#' y <- rcub(n = 1000, pi = 0.15, xi = 0.60, m = 8)
#' mod <- cub(pi.fo = y ~ 1, xi.fo = ~ 1, m = 8, shift = 1)
#' F2(mod)

# Example 2 
fit <- cub(pi.fo = global ~ lage, xi.fo = ~ lage,  m = 7, data = univer)
F2(fit)

# Example 3 
# Simulating a dataset with qualitative variables
n <- 10000
# Betas for pi
b0 <- -1
b1 <- 1
# Betas for xi
g0 <- -2
g1 <- 1.5

beta_japan <- 1 # Coefficient for japan
beta_usa <- -0.7 # Coefficient for usa, france is reference level

m <- 5
# Simulating the dataset
x1 <- runif(n)
x2 <- runif(n)
country <- sample(c('france', 'japan', 'usa'), size=n, replace=TRUE)
aux <- model.matrix(~country)[, -1] %*% matrix(c(beta_japan,  beta_usa))
pi <- pnorm(b0 + b1 * x1 + aux)
xi <- pnorm(g0 + g1 * x2 + aux)
y <- rcub(n=n, pi=pi, xi=xi, m=m)
# Dataset
dataset <- data.frame(y, x1, x2, country)

# Fitting the model
mod <- cub(pi.fo=y ~ x1 + country,
           xi.fo=~ x2 + country, m=5, data=dataset,
           optimizer='optim')
F2(mod)

fhernanb/cubm documentation built on Dec. 10, 2020, 1:24 p.m.