se.gnm: Standard Errors of Linear Parameter Combinations in gnm Models

Description

Computes approximate standard errors for (a selection of) individual parameters or one or more linear combinations of the parameters in a gnm (generalized nonlinear model) object. By default, a check is made first on the estimability of each specified combination.

Usage

# S3 method for gnm
se(object, estimate = NULL, checkEstimability = TRUE, 
       Vcov = NULL, dispersion = NULL, ...)

Value

A data frame with two columns:

Estimate: The estimated parameter combinations
Std. Error: Their estimated standard errors

If available, the column names of coefMatrix will be used to name the rows.

Arguments

object: a model object of class "gnm".
estimate: (optional) specifies parameters or linear combinations of parameters for which to find standard errors. In the first case either a character vector of names, a numeric vector of indices or "[?]" to select from a Tk dialog. In the second case coefficients given as a vector or the rows of a matrix, such that NROW(estimate) is equal to length(coef(object)). If NULL, standard errors are returned for all (non-eliminated) parameters in the model.
checkEstimability: logical: should the estimability of all specified combinations be checked?
Vcov: either NULL, or a matrix
dispersion: either NULL, or a positive number
...: possible further arguments for checkEstimable.

Author

David Firth and Heather Turner

Examples

Run this code

set.seed(1)

## Fit the "UNIDIFF" mobility model across education levels
unidiff <- gnm(Freq ~ educ*orig + educ*dest +
               Mult(Exp(educ), orig:dest),
               ofInterest = "[.]educ", family = poisson,
               data = yaish,  subset = (dest != 7))
## Deviance is 200.3

## Get estimate and se for the contrast between educ4 and educ5 in the
## UNIDIFF multiplier
mycontrast <- numeric(length(coef(unidiff)))
mycontrast[ofInterest(unidiff)[4:5]] <- c(1, -1)
se(unidiff, mycontrast)

## Get all of the contrasts with educ5 in the UNIDIFF multipliers
getContrasts(unidiff, rev(ofInterest(unidiff)))