gnm (version 0.9-9)

se: 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

se(model, estimate = ofInterest(model), checkEstimability = TRUE, Vcov =
NULL, dispersion = NULL, ...)

Arguments

model

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

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.

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.

See Also

gnm, getContrasts, checkEstimable, ofInterest

Examples

data(yaish)
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)))