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eiPack (version 0.1-7)

lambda.reg: Calculate shares using data from regression model

Description

Calculates the population share of row members in a particular column

Usage

lambda.reg(object, columns)

Arguments

object
An R object of class eiReg, the output from ei.reg
columns
a character vector of column names to be included in calculating the shares

Value

Returns a list with the following elements
call
the call to lambda.reg
lambda
an $R x k$ matrix where $k$ is the number of columns included in the share calculation
se
standard errors calculated using the delta method as implemented in the library msm

Details

Standard errors are calculated using the delta method as implemented in the library msm. The arguments passed to deltamethod in msm include
  • ga list of transformations of the form ~ x1 / (x1 + x2 + + ... + xk), ~ x2 / (x1 + x2 + ... + xk), etc.. Each $xc$ is the estimated proportion of all row members in column $c$, $beta_rc$
  • meanthe estimated proportions of the row members in the specified columns, as a proportion of the total number of row members, $(beta_r1, beta_r2, ..., beta_rk)$.
  • cova diagonal matrix with the estimated variance of each $beta_rc$ on the diagonal. Each column marginal is assumed to be independent, such that the off-diagonal elements of this matrix are zero. Estimates come from object$cov.matrices, the estimated covariance matrix from the regression of the relevant column. Thus,

cov = $Var(beta_r1)$ 0 0
$...$ 0 $Var(beta_r2)$
0 $...$ 0
0 $Var(beta_{r3})$ $...$
$...$ $...$ $...$ $...$ cov

See Also

ei.reg