Description Usage Arguments Details Value Note References See Also Examples
imcmuni()
is used to fit a linear regression model based on the Monte Carlo Method using uniform distribution.
1 |
formula |
an object of class |
data |
an data frame containing the variables in the model. |
b |
number of resampling (default : 100) |
Ahn et al.(2012) propose a regression approach for interval-valued data based on resampling. So this method is to resample by randomly selecting a single-valued point within each observed intervals. Then, fit a classical linear regression model on each single-valued points, and calculate the average of regression coefficients over the models. The use of the resampling approach method, called Monte Carlo method (MCM), has the advantage of estimating on sample distribution approximately, and statistical inference is possible using this.
resampling.coefficients |
B coefficient vectors obtained by resampling. |
coefficients |
Average of B coefficients obtained by resampling, standard error and p-value. |
fitted.values |
The fitted values for the lower and upper interval bound. |
residuals |
The residuals for the lower and upper interval bound. |
In dataset, a pair of the interval variables should always be composed in order from lower to upper bound. In order to apply this function, the data should be composed as follows:
y_L | y_U | x1_L | x1_U | x2_L | x2_U |
y_L1 | y_U1 | x_L11 | x_U11 | x_L12 | x_U12 |
y_L2 | y_U2 | x_L21 | x_U21 | x_L22 | x_U22 |
y_L3 | y_U3 | x_L31 | x_U31 | x_L32 | x_U32 |
y_L4 | y_U4 | x_L41 | x_U41 | x_L42 | x_U42 |
y_L5 | y_U5 | x_L51 | x_U51 | x_L52 | x_U52 |
The upper limit value of the variable should be unconditionally greater than the lower limit value. Otherwise, it will be output as NA
or NAN
, and the value can not be generated.
Ahn, J., Peng, M., Park, C., Jeon, Y.(2012), A Resampling Approach for Interval-Valued Data Regression. Statistical Analysis and Data Mining, 5, 336-348
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