Combines estimated coefficients and associated statistics from models estimated with multiply imputed data sets or bootstrapped
Combines estimated coefficients and associated statistics from models estimated with multiply imputed data sets or bootstrapped
combine_coef_se(obj, out_type = "matrix", bagging = FALSE, messages = TRUE)
obj |
a zelig object with an estimated model |
out_type |
either |
bagging |
logical whether or not to bag the bootstrapped coefficients |
messages |
logical whether or not to return messages for what is being returned |
If the model uses multiply imputed or bootstrapped data then a
matrix (default) or list of combined coefficients (coef), standard
errors (se), z values (zvalue), p-values (p) is
returned. Rubin's Rules are used to combine output from multiply imputed
data. An error is returned if no imputations were included or there wasn't
bootstrapping. Please use get_coef, get_se, and
get_pvalue methods instead in cases where there are no imputations or
bootstrap.
Christopher Gandrud and James Honaker
Partially based on mi.meld from Amelia.
set.seed(123) ## Multiple imputation example # Create fake imputed data n <- 100 x1 <- runif(n) x2 <- runif(n) y <- rnorm(n) data.1 <- data.frame(y = y, x = x1) data.2 <- data.frame(y = y, x = x2) # Estimate model mi.out <- to_zelig_mi(data.1, data.2) z.out.mi <- zelig(y ~ x, model = "ls", data = mi.out) # Combine and extract coefficients and standard errors combine_coef_se(z.out.mi) ## Bootstrap example z.out.boot <- zelig(y ~ x, model = "ls", data = data.1, bootstrap = 20) combine_coef_se(z.out.boot)
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