Extract and compute indices and measures to describe parameters of generalized additive models (GAM(M)s).
# S3 method for cgam
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
standardize = NULL,
exponentiate = FALSE,
robust = FALSE,
p_adjust = NULL,
parameters = NULL,
verbose = TRUE,
...
)# S3 method for gam
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
standardize = NULL,
exponentiate = FALSE,
robust = FALSE,
p_adjust = NULL,
parameters = NULL,
verbose = TRUE,
...
)
# S3 method for rqss
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
standardize = NULL,
exponentiate = FALSE,
robust = FALSE,
p_adjust = NULL,
parameters = NULL,
verbose = TRUE,
...
)
A gam/gamm model.
Confidence Interval (CI) level. Default to 0.95 (95%).
Should estimates be based on bootstrapped model? If
TRUE
, then arguments of Bayesian
regressions apply (see also
bootstrap_parameters()
).
The number of bootstrap replicates. This only apply in the case of bootstrapped frequentist models.
The method used for standardizing the parameters. Can be
"refit"
, "posthoc"
, "smart"
, "basic"
,
"pseudo"
or NULL
(default) for no standardization. See
'Details' in standardize_parameters
.
Important: Categorical predictors (i.e. factors) are never
standardized by default, which may be a different behaviour compared to
other R packages or other software packages (like SPSS). If standardizing
categorical predictors is desired, either use standardize="basic"
to mimic behaviour of SPSS or packages such as lm.beta, or standardize
the data with effectsize::standardize(force=TRUE)
before fitting
the model. Robust estimation (i.e. robust=TRUE
) of standardized
parameters only works when standardize="refit"
.
Logical, indicating whether or not to exponentiate the
the coefficients (and related confidence intervals). This is typical for
logistic regression, or more generally speaking, for models with log
or logit links. Note: Delta-method standard errors are also
computed (by multiplying the standard errors by the transformed
coefficients). This is to mimic behaviour of other software packages, such
as Stata, but these standard errors poorly estimate uncertainty for the
transformed coefficient. The transformed confidence interval more clearly
captures this uncertainty. For compare_parameters()
,
exponentiate = "nongaussian"
will only exponentiate coefficients
from non-Gaussian families.
Logical, if TRUE
, robust standard errors are calculated
(if possible), and confidence intervals and p-values are based on these
robust standard errors. Additional arguments like vcov_estimation
or
vcov_type
are passed down to other methods, see
standard_error_robust()
for details
and this vignette
for working examples.
Character vector, if not NULL
, indicates the method to
adjust p-values. See p.adjust
for details. Further
possible adjustment methods are "tukey"
, "scheffe"
,
"sidak"
and "none"
to explicitly disable adjustment for
emmGrid
objects (from emmeans).
Character vector of length 1 with a regular expression pattern
that describes the parameters that should be returned from the data frame, or
a named list of regular expressions. All non-matching parameters will be
removed from the output. If parameters
is a character vector, every
parameter in the "Parameters" column that matches the regular expression in
parameters
will be selected from the returned data frame. Furthermore,
if parameters
has more than one element, these will be merged into
a regular expression pattern like this: "(one|two|three)"
. If
parameters
is a named list of regular expression patterns, the
names of the list-element should equal the column name where selection
should be applied. This is useful for model objects where
model_parameters()
returns multiple columns with parameter components,
like in model_parameters.lavaan
.
Toggle warnings and messages.
Arguments passed to or from other methods. For instance, when
bootstrap = TRUE
, arguments like type
or parallel
are
passed down to bootstrap_model()
, and arguments like ci_method
are passed down to describe_posterior
.
A data frame of indices related to the model's parameters.
The reporting of degrees of freedom for the spline terms
slightly differs from the output of summary(model)
, for example in the
case of mgcv::gam()
. The estimated degrees of freedom, column
edf
in the summary-output, is named df
in the returned data
frame, while the column df_error
in the returned data frame refers to
the residual degrees of freedom that are returned by df.residual()
.
Hence, the values in the the column df_error
differ from the column
Ref.df
from the summary, which is intentional, as these reference
degrees of freedom “is not very interpretable”
(web).
standardize_names()
to rename
columns into a consistent, standardized naming scheme.
# NOT RUN {
library(parameters)
if (require("mgcv")) {
dat <- gamSim(1, n = 400, dist = "normal", scale = 2)
model <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = dat)
model_parameters(model)
}
# }
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