spatialAtomizeR (version 0.2.6)

vcov.abrm: Variance-covariance method for abrm objects Extracts variance-covariance matrices for regression coefficients from MCMC posterior samples. Returns separate matrices for X-grid and Y-grid coefficients.

Description

Variance-covariance method for abrm objects Extracts variance-covariance matrices for regression coefficients from MCMC posterior samples. Returns separate matrices for X-grid and Y-grid coefficients.

Usage

# S3 method for abrm
vcov(object, ...)

Value

A list with class "vcov.abrm" containing:

vcov_beta_x

Variance-covariance matrix for X-grid coefficients

vcov_beta_y

Variance-covariance matrix for Y-grid coefficients

vcov_beta_0

Variance of the intercept (scalar)

vcov_all

Combined variance-covariance matrix for all parameters

Arguments

object

An abrm object from run_abrm()

...

Additional arguments (unused)

Details

The variance-covariance matrices are computed from the posterior samples of the MCMC chains. If multiple chains were run, samples are combined across chains before computing covariances.

Examples

if (FALSE) {
# Fit model
results <- run_abrm(...)

# Get variance-covariance matrices
vcov_mats <- vcov(results)

# Access specific matrices
vcov_mats$vcov_beta_x  # Covariance for X-grid coefficients
vcov_mats$vcov_beta_y  # Covariance for Y-grid coefficients

# Compute standard errors from diagonal
sqrt(diag(vcov_mats$vcov_beta_x))

# Compute correlation matrix
cov2cor(vcov_mats$vcov_beta_y)
}