summary.mpr {mpr} | R Documentation |
Summarising Multi-Parameter Regression (MPR) Fits
Description
summary
method for class “mpr
”
Usage
## S3 method for class 'mpr'
summary(object, overall = TRUE, ...)
Arguments
object |
an object of class “ |
overall |
logical. If |
... |
further arguments passed to or from other methods. |
Details
The function print.summary.lm
produces a typical table of coefficients, standard errors and
p-values along with “significance stars”. In addition, a table of overall p-values are shown.
Multi-Parameter Regression (MPR) models are defined by allowing mutliple distributional parameters to depend on covariates. The regression components are:
g_1(\lambda) = x^T \beta
g_2(\gamma) = z^T \alpha
g_3(\rho) = w^T \tau
and the table of coefficients displayed by print.summary.lm
follows this ordering.
Furthermore, the names of the coefficients in the table are proceeded by “.b
” for
\beta
coefficients, “.a
” for \alpha
coefficients and “.t
” for
\tau
coefficients to avoid ambiguity.
Let us assume that a covariate c
, say, appears in both the \lambda
and \gamma
regression components. The standard table of coefficients provides p-values corresponding to the following
null hypotheses:
H_0: \beta_c = 0
H_0: \alpha_c = 0
where \beta_c
and \alpha_c
are the regression coefficients of c
(one for each of the
two components in which c
appears). However, in the context of MPR models, it may be of interest
to test the hypothesis that the overall effect of c
is zero, i.e., that its \beta
and \alpha
effects are jointly zero:
H_0: \beta_c = \alpha_c = 0
Thus, if overall=TRUE
, print.summary.lm
displays a table of such “overall p-values”.
Value
The function summary.mpr
returns a list
containing the following components:
call |
the matched call from the |
model |
a |
coefmat |
a typical coefficient matrix whose columns are the estimated regression coefficients, standard errors and p-values. |
overallpmat |
a matrix containing the overall p-values as described above in “Details”. |
Author(s)
Kevin Burke.
See Also
Examples
# Veterans' administration lung cancer data
veteran <- survival::veteran
head(veteran)
# Weibull MPR treatment model (family = "Weibull" by default)
mod1 <- mpr(Surv(time, status) ~ list(~ trt, ~ trt), data=veteran)
summary(mod1)