dr_asympar {bayesdistreg} | R Documentation |
dr_asympar
computes a normal approximation of the likelihood at a vector of threshold
values
dr_asympar(y, x, thresh, ...)
y |
outcome variable |
x |
matrix of covariates |
thresh |
vector of threshold values on the support of outcome y |
... |
additional arguments to pass to |
a list of glm objects corresponding to thresh
y = faithful$waiting x = scale(cbind(faithful$eruptions,faithful$eruptions^2)) qtaus = quantile(y,c(0.05,0.25,0.5,0.75,0.95)) drabj<- dr_asympar(y=y,x=x,thresh = qtaus) lapply(drabj,coef); lapply(drabj,vcov) # mean and covariance at respective threshold values