get.beta: Get Coefficient

In wjunger/ares: Environmental air pollution epidemiology: a library for time series analysis

Description

Transform the constrained coefficients back to the unconstrained form

Usage

get.beta(coeff, var.coeff, lags, degrees, prefix = "beta")

Arguments

coeff	a vector of all the coefficients from the distributed lag model
var.coeff	a matrix of variances and covariances of the coefficients from the distributed lag model
lags	an integer indicating the lags used for the distributed lag structure
degrees	an integer indicating the degrees used for the distributed lag structure
prefix	a quoted string to prefix the coefficients names

Details

This function is used internally by pdlm to put the constrained polynomial distributed lag model coefficients, say η, back to its original scale β.

Value

The function returns a list containing

beta	the unconstrained coefficients
se.beta	the unconstrained coefficients standard errors

Author(s)

Washington Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Schwartz, J. (2000) The distributed lag between air pollution and daily deaths. Epidemiology 11(3), 320–326.

See Also

pdlm

wjunger/ares documentation built on Dec. 23, 2021, 5:17 p.m.