coef.explore {BGGM}R Documentation

Compute Regression Parameters for explore Objects

Description

There is a direct correspondence between the inverse covariance matrix and multiple regression (Kwan 2014; Stephens 1998). This readily allows for converting the GGM parameters to regression coefficients. All data types are supported.

Usage

## S3 method for class 'explore'
coef(object, iter = NULL, progress = TRUE, ...)

Arguments

object

An Object of class explore.

iter

Number of iterations (posterior samples; defaults to the number in the object).

progress

Logical. Should a progress bar be included (defaults to TRUE) ?

...

Currently ignored.

Value

An object of class coef, containting two lists.

References

Kwan CC (2014). “A regression-based interpretation of the inverse of the sample covariance matrix.” Spreadsheets in Education, 7(1), 4613.

Stephens G (1998). “On the Inverse of the Covariance Matrix in Portfolio Analysis.” The Journal of Finance, 53(5), 1821–1827.

Examples


# note: iter = 250 for demonstrative purposes

# data
Y <- ptsd[,1:4]

##########################
### example 1: ordinal ###
##########################

# fit model (note + 1, due to zeros)
fit <- explore(Y + 1,
               type = "ordinal",
               iter = 250,
               progress = FALSE)

# summarize the partial correlations
reg <- coef(fit, progress = FALSE)

# summary
summ <- summary(reg)

summ


[Package BGGM version 2.1.1 Index]