Parameters from multinomial or cumulative link models
# S3 method for DirichletRegModel
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
component = c("all", "conditional", "precision"),
standardize = NULL,
exponentiate = FALSE,
verbose = TRUE,
...
)# S3 method for bifeAPEs
model_parameters(model, ...)
# S3 method for bracl
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
standardize = NULL,
exponentiate = FALSE,
p_adjust = NULL,
verbose = TRUE,
...
)
# S3 method for mlm
model_parameters(
model,
ci = 0.95,
vcov = NULL,
vcov_args = NULL,
bootstrap = FALSE,
iterations = 1000,
standardize = NULL,
exponentiate = FALSE,
p_adjust = NULL,
verbose = TRUE,
...
)
# S3 method for clm2
model_parameters(
model,
ci = 0.95,
bootstrap = FALSE,
iterations = 1000,
component = c("all", "conditional", "scale"),
standardize = NULL,
exponentiate = FALSE,
p_adjust = NULL,
verbose = TRUE,
...
)
A data frame of indices related to the model's parameters.
A model with multinomial or categorical response value.
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.
Should all parameters, parameters for the conditional model,
for the zero-inflated part of the model, or the dispersion model be returned?
Applies to models with zero-inflated and/or dispersion component. component
may be one of "conditional"
, "zi"
, "zero-inflated"
, "dispersion"
or
"all"
(default). May be abbreviated.
The method used for standardizing the parameters. Can be
NULL
(default; no standardization), "refit"
(for re-fitting the model
on standardized data) or one of "basic"
, "posthoc"
, "smart"
,
"pseudo"
. See 'Details' in standardize_parameters()
.
Important:
The "refit"
method does not standardized categorical predictors (i.e.
factors), which may be a different behaviour compared to other R packages
(such as lm.beta) or other software packages (like SPSS). to mimic
such behaviours, either use standardize="basic"
or standardize the data
with datawizard::standardize(force=TRUE)
before fitting the model.
For mixed models, when using methods other than "refit"
, only the fixed
effects will be returned.
Robust estimation (i.e., vcov
set to a value other than NULL
) of standardized parameters only
works when standardize="refit"
.
Logical, indicating whether or not to exponentiate the
coefficients (and related confidence intervals). This is typical for
logistic regression, or more generally speaking, for models with log or
logit links. It is also recommended to use exponentiate = TRUE
for models
with log-transformed response values. 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.
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 bayestestR::describe_posterior()
.
Character vector, if not NULL
, indicates the method to
adjust p-values. See stats::p.adjust()
for details. Further
possible adjustment methods are "tukey"
, "scheffe"
,
"sidak"
and "none"
to explicitly disable adjustment for
emmGrid
objects (from emmeans).
Variance-covariance matrix used to compute uncertainty estimates (e.g., for robust standard errors). This argument accepts a covariance matrix, a function which returns a covariance matrix, or a string which identifies the function to be used to compute the covariance matrix.
A covariance matrix
A function which returns a covariance matrix (e.g., stats::vcov()
)
A string which indicates the kind of uncertainty estimates to return.
Heteroskedasticity-consistent: "vcovHC"
, "HC"
, "HC0"
, "HC1"
, "HC2"
, "HC3"
, "HC4"
, "HC4m"
, "HC5"
. See ?sandwich::vcovHC
.
Cluster-robust: "vcovCR"
, "CR0"
, "CR1"
, "CR1p"
, "CR1S"
, "CR2"
, "CR3"
. See ?clubSandwich::vcovCR
.
Bootstrap: "vcovBS"
, "xy"
, "residual"
, "wild"
, "mammen"
, "webb"
. See ?sandwich::vcovBS
.
Other sandwich
package functions: "vcovHAC"
, "vcovPC"
, "vcovCL"
, "vcovPL"
.
List of arguments to be passed to the function identified by
the vcov
argument. This function is typically supplied by the sandwich
or clubSandwich packages. Please refer to their documentation (e.g.,
?sandwich::vcovHAC
) to see the list of available arguments.
Multinomial or cumulative link models, i.e. models where the
response value (dependent variable) is categorical and has more than two
levels, usually return coefficients for each response level. Hence, the
output from model_parameters()
will split the coefficient tables
by the different levels of the model's response.
insight::standardize_names()
to rename
columns into a consistent, standardized naming scheme.
library(parameters)
if (require("brglm2", quietly = TRUE)) {
data("stemcell")
model <- bracl(
research ~ as.numeric(religion) + gender,
weights = frequency,
data = stemcell,
type = "ML"
)
model_parameters(model)
}
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