getPEF: Getting the partial effect function from a continuous term in a GAMLSS model

Description

This function can be used to calculate the partial effect and the elasticity of a continuous explanatory variable x.

By `partial effect' function we mean how x is influence the parameter of interest given that the rest of explanatory terms for this parameter are on (specified) fixed values.

The function takes a GAMLSS object and for the range of the continuous variable x, (by fixing the rest of the explanatory terms at specified values), calculates the effect that x has on the specific distribution parameter (or its predictor). The resulting function shows the effect that x has on the distribution parameter. The partial effect function which is calculated on a finite grit is then approximated using the splinefun() in R and its is saved.

The saved function can be used to calculate the elasticity of x. The elasticity is the first derivative of the partial effect function and shows the chance of the parameter of interest for a small change in in x, by fixing the rest of the explanatory variables at specified values.

Usage

getPEF(obj = NULL, term = NULL, data = NULL, n.points = 100, 
          parameter = c("mu", "sigma", "nu", "tau"), 
          type = c("response", "link"), how = c("median", "last"), 
          fixed.at = list(), plot = FALSE)

Arguments

obj

A gamlss object

term

the continuous explanatory variable

data

the data.frame (not needed if is declared on obj)

n.points

the number of points in which the influence function for x need to be evaluated

parameter

which distribution parameter

type

whether against the parameter, "response", or the predictor "link"

how

whether for continuous variables should use the median or the last observation in the data

fixed.at

a list indicating at which values the rest of the explanatory terms should be fixed

plot

whether to the plot the influence function and its first derivatives

Value

A function is created which can be used to evaluate the partial effect function at different values of x.

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Rigby, R. and Stasinopoulos, D. M (2013) Automatic smoothing parameter selection in GAMLSS with an application to centile estimation, Statistical methods in medical research.

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

Stasinopoulos D. M., Rigby R.A., Heller G., Voudouris V., and De Bastiani F., (2017) Flexible Regression and Smoothing: Using GAMLSS in R, Chapman and Hall/CRC.

(see also http://www.gamlss.org/).

Examples

Run this code

# NOT RUN {
m1 <- gamlss(R~pb(Fl)+pb(A), data=rent, family=GA)
# getting the Partial Efect function
pef <- getPEF(obj=m1,term="A", plot=TRUE)
# the value at 1980
pef(1980)
# the first derivative at 1980
pef(1980, deriv=1)
# the second derivative at 1980
pef(1980, deriv=2)
# plotting the first derivative
curve(pef(x, deriv=1), 1900,2000)
# }