Extract Model Coefficients for VLM Objects
Amongst other things, this function applies inverse link functions to the parameters of intercept-only VGLMs.
Coef.vlm(object, ...)
object |
A fitted model. |
... |
Arguments which may be passed into
|
Most VGAM family functions apply a link function to the parameters, e.g., positive parameter are often have a log link, parameters between 0 and 1 have a logit link. This function can back-transform the parameter estimate to the original scale.
For intercept-only models (e.g., formula is y ~ 1)
the back-transformed parameter estimates can be returned.
This function may not work for all VGAM family functions. You should check your results on some artificial data before applying it to models fitted to real data.
Thomas W. Yee
Yee, T. W. and Hastie, T. J. (2003). Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.
set.seed(123); nn <- 1000 bdata <- data.frame(y = rbeta(nn, shape1 = 1, shape2 = 3)) fit <- vglm(y ~ 1, betaff, data = bdata, trace = TRUE) # intercept-only model coef(fit, matrix = TRUE) # log scale Coef(fit) # On the original scale
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