dlsem (version 2.0)

edgeCoeff: Coefficient associated to each edge at different time lags

Description

Return point estimation and confidence interval for the coefficient associated to each edge at different time lags.

Usage

edgeCoeff(x, lag = NULL, conf = 0.95)

Arguments

x

An object of class dlsem.

lag

A non-negative integer or a vector of non-negative integers indicating the time lags at which coefficients must be computed. If NULL, all relevant time lags are considered.

conf

The confidence level. Default is 0.95.

Value

A list of matrices, one for each dimension of argument lag. Each matrix contains point estimate and confidence interval (at level conf) for each coefficient.

See Also

dlsem.

Examples

# NOT RUN {
data(industry)
mycode <- list(
  Consum~quec(Job,0,5),
  Pollution~quec(Job,1,8)+quec(Consum,1,6)
  )
myfit <- dlsem(mycode,group="Region",exogenous=c("Population","GDP"),data=industry,log=TRUE)
edgeCoeff(myfit,lag=0:10)
# }