compareModels {dlsem} | R Documentation |
Comparison among different distributed-lag linear structural equation models
Description
Several competing distributed-lag linear structural equation models are compared based on information criteria.
Usage
compareModels(x)
Arguments
x |
A list of 2 or more objects of class |
Value
A data.frame with one record for each model in x
on the following quantities: log-likelihood, number of parameters, Akaike Information Criterion (AIC),
Bayesian Information criterion (BIC).
Note
In order to keep the sample size constant, only the non-missing residuals across all the models are considered (see Magrini, 2020, for details).
References
H. Akaike (1974). A New Look at the Statistical Identification Model. IEEE Transactions on Automatic Control, 19, 716-723. DOI: 10.1109/TAC.1974.1100705
A. Magrini (2020). A family of theory-based lag shapes for distributed-lag linear regression. To be appeared on Italian Journal of Applied Statistics.
G. Schwarz (1978). Estimating the Dimension of a Model. Annals of Statistics, 6, 461-464. DOI: 10.1214/aos/1176344136
See Also
Examples
data(industry)
# model with endpoint-contrained quadratic lag shapes
indus.code <- list(
Consum~ecq(Job,0,5),
Pollution~ecq(Job,1,8)+ecq(Consum,1,7)
)
indus.mod <- dlsem(indus.code,group="Region",exogenous=c("Population","GDP"),data=industry,
log=TRUE)
# model with gamma lag shapes
indus.code_2 <- list(
Consum~gam(Job,0.85,0.2),
Pollution~gam(Job,0.95,0.05)+gam(Consum,0.9,0.15)
)
indus.mod_2 <- dlsem(indus.code_2,group="Region",exogenous=c("Population","GDP"),data=industry,
log=TRUE)
compareModels(list(indus.mod,indus.mod_2))