Epi (version 2.0)

ci.lin: Compute linear functions of parameters with standard errors and confidence limits

Description

For a given model object the function computes a linear function of the parameters and the corresponding standard errors, p-values and confidence intervals.

Usage

ci.lin( obj, ctr.mat = NULL, subset = NULL, subint = NULL, diffs = FALSE, fnam = !diffs, vcov = FALSE, alpha = 0.05, df = Inf, Exp = FALSE, sample = FALSE )
ci.exp( ..., Exp = TRUE, pval=FALSE )
Wald( obj, H0=0, ... )
ci.mat( alpha = 0.05, df = Inf )
ci.pred( obj, newdata, Exp = NULL, alpha = 0.05, df = Inf )

Arguments

obj

A model object (of class lm, glm, coxph, survreg, clogistic, cch, lme, mer, lmerMod, gls, nls, gnlm, MIresult, mipo, polr, or rq).

ctr.mat

Contrast matrix to be multiplied to the parameter vector, i.e. the desired linear function of the parameters.

subset

The subset of the parameters to be used. If given as a character vector, the elements are in turn matched against the parameter names (using grep) to find the subset. Repeat parameters may result from using a character vector. This is considered a facility.

subint

subset selection like for subset, except that elements of a character vector given as argument will be used to select a number of subsets of parameters and only the intersection of these is returned.

diffs

If TRUE, all differences between parameters in the subset are computed. ctr.mat is ignored. If obj inherits from lm, and subset is given as a string subset is used to search among the factors in the model and differences of all factor levels for the first match are shown. If subset does not match any of the factors in the model, all pairwise differences between parameters matching are returned.

fnam

Should the common part of the parameter names be included with the annotation of contrasts? Ignored if diffs==T. If a sting is supplied this will be prefixed to the labels.

vcov

Should the covariance matrix of the set of parameters be returned? If this is set, Exp is ignored. See details.

alpha

Significance level for the confidence intervals.

df

Integer. Number of degrees of freedom in the t-distribution used to compute the quantiles used to construct the confidence intervals.

Exp

If TRUE columns 5:6 are replaced with exp( columns 1,5,6 ). For ci.pred it indicates whether the predictions should be exponentiated - the default is to make a prediction on the scale of the linear predictor and transform it by the inverse link function; if FALSE, the prediction on the link scale is returned.

sample

Logical or numerical. If TRUE or numerical a sample of size as.numeric(sample) is drawn from the multivariate normal with mean equal to the (subet defined) coefficients and variance equal to the estimated variance-covriance of these. These are then transformed by ctr.mat and returned.

pval

Logical. Should a column of P-values be included with the estimates and confidence intervals output by ci.exp.

H0

Numeric. The null values for the selected/transformed parameters to be tested by a Wald test. Must have the same length as the selected parameter vector.

...

Parameters passed on to ci.lin.

newdata

Data frame of covariates where prediction is made.

Value

ci.lin returns a matrix with number of rows and row names as ctr.mat. The columns are Estimate, Std.Err, z, P, 2.5% and 97.5%. If vcov=TRUE a list with components est, the desired functional of the parameters and vcov, the variance covariance matrix of this, is returned but not printed. If Exp==TRUE the confidence intervals for the parameters are replaced with three columns: exp(estimate,c.i.).ci.exp returns only the exponentiated parameter estimates with confidence intervals. It is merely a wrapper for ci.lin, fishing out the last 3 columns from ci.lin(...,Exp=TRUE). If you just want the estimates and confidence limits, but not exponentiated, use ci.exp(...,Exp=FALSE).Wald computes a Wald test for a subset of (possibly linear combinations of) parameters being equal to the vector of null values. The selection of the subset of parameters is the same as for ci.lin. Using the ctr.mat argument makes it possible to do a Wald test for equality of parameters. Wald returns a named numerical vector of length 3, with names Chisq, d.f. and P.ci.mat returns a 2 by 3 matrix with rows c(1,0,0) and c(0,-1,1)*1.96, devised to post-multiply to a p by 2 matrix with columns of estimates and standard errors, so as to produce a p by 3 matrix of estimates and confidence limits. Used internally in ci.lin and ci.cum. The 1.96 is replaced by the appropriate quantile from the normal or t-distribution when arguments alpha and/or df are given.ci.pred returns a 3-column matrix with estimates and upper and lower confidence intervals as columns. This is just a convenience wrapper for predict.glm(obj,se.fit=TRUE) which returns a rather unhandy structure. The prediction with c.i. is made in the link scale, and by default transformed by the inverse link, since the most common use for this is for multiplicative Poisson or binomial models with either log or logit link.

See Also

See also ci.cum for a function computing cumulative sums of (functions of) parameter estimates.

Examples

# Bogus data:
f <- factor( sample( letters[1:5], 200, replace=TRUE ) )
g <- factor( sample( letters[1:3], 200, replace=TRUE ) )
x <- rnorm( 200 )
y <- 7 + as.integer( f ) * 3 + 2 * x + 1.7 * rnorm( 200 )

# Fit a simple model:
mm <- lm( y ~ x + f + g )
ci.lin( mm )
ci.lin( mm, subset=3:6, diff=TRUE, fnam=FALSE )
ci.lin( mm, subset=3:6, diff=TRUE, fnam=TRUE )
ci.lin( mm, subset="f", diff=TRUE, fnam="f levels:" )
print( ci.lin( mm, subset="g", diff=TRUE, fnam="gee!:", vcov=TRUE ) )

# Use character defined subset to get ALL contrasts:
ci.lin( mm, subset="f", diff=TRUE )

# A Wald test of whether the g-parameters are 0
Wald( mm, subset="g" )
# Wald test of whether the three first f-parameters are equal:
( CM <- rbind( c(1,-1,0,0), c(1,0,-1,0)) )
Wald( mm, subset="f", ctr.mat=CM )
# or alternatively
( CM <- rbind( c(1,-1,0,0), c(0,1,-1,0)) )
Wald( mm, subset="f", ctr.mat=CM )