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# last modified 24 May 2009 by Adam Kramer (original by J. Fox)
# last modified 24 May 2009 by J. Fox
standardized.coefficients <- function (object, digits = 5, oneheaded=TRUE, twoheaded=TRUE)
{
if (!oneheaded && !twoheaded) {
stop("No coefficients requested.")
}
old.digits <- options(digits = digits)
on.exit(options(old.digits))
P <- object$P
A <- object$A
t <- object$t
par <- object$coeff
par.posn <- object$par.posn
IAinv <- solve(diag(nrow(A)) - A)
C <- IAinv %*% P %*% t(IAinv)
ram <- object$ram
par.names <- rep(" ", nrow(ram))
for (i in 1:t) {
which.par <- ram[, 4] == i
ram[which.par, 5] <- par[i]
par.names[which.par] <- names(par)[i]
}
coeff <- ram[, 5]
if (oneheaded) {
one.head <- ram[, 1] == 1
coeff[one.head] <- coeff[one.head] * sqrt(diag(C[ram[one.head, 3], ram[one.head,
3], drop=FALSE])/diag(C[ram[one.head, 2], ram[one.head, 2], drop=FALSE]))
}
if (twoheaded) {
two.head <- ram[, 1] == 2
coeff[two.head] <- coeff[two.head] / sqrt(diag(C[ram[two.head, 3], ram[two.head,
3], drop=FALSE])*diag(C[ram[two.head, 2], ram[two.head, 2], drop=FALSE]))
}
var.names <- rownames(A)
par.code <- paste(var.names[ram[, 2]], c("<---",
"<-->")[ram[, 1]], var.names[ram[, 3]])
coeff <- data.frame(par.names, coeff, par.code)
colnames(coeff) <- c(" ", "Std. Estimate", " ")
if (oneheaded && twoheaded) {
coeff
}
else if (oneheaded) {
coeff[one.head,]
}
else {
coeff[two.head,]
}
}
#standardized.coefficients <- function (object, digits = 5)
#{
# old.digits <- options(digits = digits)
# on.exit(options(old.digits))
# P <- object$P
# A <- object$A
# t <- object$t
# par <- object$coeff
# par.posn <- object$par.posn
# IAinv <- solve(diag(nrow(A)) - A)
# C <- IAinv %*% P %*% t(IAinv)
# ram <- object$ram
# par.names <- rep(" ", nrow(ram))
# for (i in 1:t) {
# which.par <- ram[, 4] == i
# ram[which.par, 5] <- par[i]
# par.names[which.par] <- names(par)[i]
# }
# one.head <- ram[, 1] == 1
# coeff <- ram[one.head, 5]
# coeff <- coeff * sqrt(diag(C[ram[one.head, 3], ram[one.head,
# 3], drop=FALSE])/diag(C[ram[one.head, 2], ram[one.head, 2], drop=FALSE]))
# var.names <- rownames(A)
# par.code <- paste(var.names[ram[one.head, 2]], c("<---",
# "<-->")[ram[one.head, 1]], var.names[ram[one.head, 3]])
# coeff <- data.frame(par.names[one.head], coeff, par.code)
# names(coeff) <- c(" ", "Std. Estimate", " ")
# print(coeff, rowlab = rep(" ", nrow(coeff)), right = FALSE)
#}
std.coef <- function (...){
standardized.coefficients(...)
}
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