difference {sparsereg} | R Documentation |
Plotting difference in posterior estimates from a sparse regression.
Description
Function for plotting differences in posterior density estimates for separate parameters from sparse regression analysis.
Usage
difference(x,type="mode",var1=NULL,var2=NULL,plot.it=TRUE,
main="Difference",xlabel="Effect", ylabel="Density")
Arguments
x |
Object of class sparsereg. |
type |
Whether to difference the posterior mode or posterior mean. Options are "mode" and "mean". |
var1 , var2 |
Variables names for the effects to difference. |
plot.it |
Whether to plot the density of the difference. |
main , xlabel , ylabel |
Main title, x-axis label, and y-axis label. |
Details
Generates a density of the estimated posterior of the difference between the effects of two variables.
References
Ratkovic, Marc and Tingley, Dustin. 2015. "Sparse Estimation with Uncertainty: Subgroup Analysis in Large Dimensional Design." Working paper.
See Also
sparsereg, plot.sparsereg, summary.sparsereg, violinplot, print.sparsereg
Examples
## Not run:
set.seed(1)
n<-500
k<-100
Sigma<-diag(k)
Sigma[Sigma==0]<-.5
X<-mvrnorm(n,mu=rep(0,k),Sigma=Sigma)
y.true<-3+X[,2]*2+X[,3]*(-3)
y<-y.true+rnorm(n)
##Fit a linear model with five covariates.
s1<-sparsereg(y,X[,1:5])
difference(s1,var1=1,var2=2)
## End(Not run)
[Package sparsereg version 1.2 Index]