lincom: Analyzing subgroup effects with a continuous modifier

In maxdrohde/bios6312: Functions for BIOS6312

Description

Inputs a linear model from the lm function and set of indices and multipliers for a set of coefficients. Return the estimate, CI and p-value. In other words, from the STATA docs, computes point estimates... p-values, and confidence intervals for linear combinations of coefficients. NOTE: For the indices in par, beta0 = 1, beta1 = 2, and so on.

Usage

lincom(par, mults, model, alpha = 0.05)

Arguments

par	A vector specifying the indices of coefficients
mults	A vector of multipliers
model	An lm object
alpha	The alpha level for the CIs and p-values

Value

A vector containing the estimate, CI, and p-value

Examples

# Testing beta1 + 7.5*beta3
# lincom(par = c(2,4),
#        mults = c(1,7.5),
#        model=my_linear_model)

maxdrohde/bios6312 documentation built on March 13, 2021, 1:50 p.m.