Description Usage Arguments Examples
Returns estimated coefficients and standard errors from a regression model. One can also specify linear or non-linear transformations of the original coefficients, standard errors are then computed using the delta method.
1 2 | get.coef.and.se(reg, trans.coef = NULL, coef. = coef(reg),
vcov. = vcov(reg))
|
reg |
results of any estimation (like lm) that has methods coef(reg) and vcov(reg) |
trans.coef |
a list |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ## Not run:
get.coef.and.se(m1,trans.coef = list(ratio="t1/t2",prod="t1*t2",inv_t1="1/t1"))
coef(m1)["(Intercept)"]
se(m1)
?coef
deltaMethod(m1, "b1+b2", parameterNames= paste("b", 0:2, sep=""))
deltaMethod(m1, "t1/t2") # use names of preds. rather than coefs.
deltaMethod(m1, "t1/t2", vcov=hccm) # use hccm function to est. vars.
# to get the SE of 1/intercept, rename coefficients
deltaMethod(m1, "1/b0", parameterNames= paste("b", 0:2, sep=""))
# The next example calls the default method by extracting the
# vector of estimates and covariance matrix explicitly
deltaMethod(coef(m1), "t1/t2", vcov.=vcov(m1))
## End(Not run)
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