apollo: apollo_deltaMethod – R documentation

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apollo_deltaMethod

Delta method

Description

Applies the delta method to calculate the standard errors of transformations of parameters. If the bootstrap covariance matrix is available, it is used. If not, the robust covariance matrix is used.

Usage

apollo_deltaMethod(model, deltaMethod_settings)

Arguments

model

Model object. Estimated model object as returned by function apollo_estimate.

deltaMethod_settings

List of arguments. It must contain the following.

operation: Character. Function to calculate the delta method for. See details.
parName1: Character. Name of the first parameter.
parName2: Character. Name of the second parameter. Optional depending on operation.
multPar1: Numeric scalar. A value to scale parName1.
multPar2: Numeric scalar. A value to scale parName2.

Details

apollo_deltaMethod supports the following five operations.

sum: Calculates the s.e. of parName1 + parName2
diff: Calculates the s.e. of parName1 - parName2 and parName2 - parName1
prod: Calculates the s.e. of parName1*parName2
ratio: Calculates the s.e. of parName1/parName2 and parName2/parName1
exp: Calculates the s.e. of exp(parName1)
logistic: If only parName1 is provided, it calculates the s.e. of exp(parName1)/(1+exp(parName1)) and 1/(1+exp(parName1)). If parName1 and parName2 are provided, it calculates exp(par_i)/(1+exp(parName1)+exp(parName2)) for i=1, 2, and 3 (par_3 = 1).
lognormal: Calculates the mean and s.d. of a lognormal distribution based on the mean (parName1) and s.d. (parName2) of the underlying normal.

Value

Matrix contating calue, s.e. and t-ratio resulting from the operation. This is also printed to screen.

apollo

Tools for Choice Model Estimation and Application

v0.2.4

GPL-2

Authors

Stephane Hess [aut], David Palma [aut, cre]

Initial release