rifreg (version 1.1.0)

plot.rifreg: Plot the coefficients of a rifreg object

Description

Coefficients are plotted for each quantile and each covariate. Specific covariates can be selected and standard errors displayed if desired.

Usage

# S3 method for rifreg
plot(
  x,
  varselect = NULL,
  confidence_level = 0.05,
  vcov = sandwich::sandwich,
  ...
)

Value

a "ggplot" containing the coefficients for each (selected) covariate

Arguments

x

an object of class "rifreg", usually, a result of a call to rifreg with statistic = "quantiles".

varselect

vector of length 1 or more containig the names of the covariates to display.

confidence_level

numeric value between 0 and 1 (default = 0.95) that defines the confidence interval plotted as a ribbon and defined as qnorm(confidence_level/2) * standard error.

vcov

Function to estimate covariance matrix of rifreg coefficients if covariance matrix has not been bootstrapped. Per default, heteroscedasticity-consistent (HC) standard errors are calculated using sandwich. Note: These standard errors do not take the variance introduced by estimating RIF into account.

...

other parameters to be passed to plotting function. See ggplot for further information.

Examples

rifreg <- rifreg(
  formula = log(wage) ~ union +
    nonwhite +
    married +
    education +
    experience,
  data = men8385,
  statistic = "quantiles",
  probs = seq(0.1, 0.9, 0.1),
  weights = weights
)

plot(rifreg)

plot(rifreg, varselect = c("age", "unionyes"), confidence_level = 0.1)