tidy.ame: Tidy method for fitted ame / lame objects
Description
Returns a data frame with one row per estimated coefficient,
compatible with the broom idiom. For dynamic_beta fits
(3-D BETA), returns one row per coefficient per period
with a period column. Standard errors are posterior standard
deviations; statistic is estimate / std.error.
Data frame with columns term, estimate,
std.error, statistic, p.value,
conf.low, conf.high, and (for dynamic_beta fits)
period.
Arguments
x
A fitted ame / lame object.
conf.int
Logical; include 95\
(conf.low, conf.high). Default TRUE.
conf.level
Confidence level for the interval. Default
0.95.
...
Ignored.
Details
Note on p.value. This column is included for
broom compatibility but is not a classical test. It is a
two-sided Normal approximation based on the posterior mean and marginal
posterior standard deviation, matching the calculation in
summary(fit). Use it as a compact signal that the marginal posterior
is far from zero, and report it alongside the conf.low /
conf.high credible interval. When sign certainty matters, compute it
directly from x$BETA, for example
mean(sign(BETA) == sign(mean(BETA))).
Loaded as an S3 method against generics::tidy when the
generics package is available; works as
tidy(fit) either way once broom is loaded.