par.avg: Parameter averaging
Description
Averages single model coefficient based on provided weightsUsage
par.avg(x, se, weight, df = NULL, alpha = 0.05,
revised.var = TRUE)
Arguments
se
vector of standard errors
df
(optional) vector of degrees of freedom
alpha
significance level for calculating confidence intervals
revised.var
logical, should the revised formula for standard errors be
used? See Details.
Value
par.avg
returns a vector with named elements:- Coefficientmodel coefficients
- SEunconditional standard error
- Adjusted SEadjusted standard error
- Lower CI, Upper CIunconditional confidence intervals
Details
Unconditional standard errors are square root of the variance estimator,
calculated either according to the original formula in
Burnham and Anderson (2002, p. 160, equation 4.7),
or a newer, revised formula from Burnham and Anderson (2004, equation 4)
(if revised.var = TRUE
, this is the default).
If degrees of freedom are given, the confidence intervals are based on adjusted
standard error estimator (Burnham and Anderson 2002, page 164).References
Burnham, K. P. and Anderson, D. R (2002) Model selection and multimodel
inference: a practical information-theoretic approach. 2nd ed.Burnham, K. P. and Anderson, D. R. (2004). Multimodel inference -
understanding AIC and BIC in model selection. Sociological Methods & Research
33(2): 261-304.