b_sim {coreSim} | R Documentation |
Simulate coefficients from a GLM by making draws from the multivariate normal distribution
Description
Simulate coefficients from a GLM by making draws from the multivariate normal distribution
Usage
b_sim(obj, mu, Sigma, nsim = 1000)
Arguments
obj |
a fitted model object. |
mu |
an optional vector giving the means of the variables. If |
Sigma |
an optional positive-definite symmetric matrix specifying the
covariance matrix of the variables. If |
nsim |
number of simulations to draw. |
Value
A data frame of simulated coefficients from obj
.
Examples
library(car)
# Estimate model
m1 <- lm(prestige ~ education + type, data = Prestige)
# Create fitted values
prestige_sims <- b_sim(m1)
# Manually supply coefficient means and covariance matrix
coefs <- coef(m1)
vcov_matrix <- vcov(m1)
prestige_sims_manual <- b_sim(mu = coefs, Sigma = vcov_matrix)
[Package coreSim version 0.2.4 Index]