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##' @export
estimate <- function(x, ...) UseMethod("estimate")
##' @export
estimate.list <- function(x, ...) {
if (inherits(x[[1]], "lvm")) return(estimate_lvmlist(x, ...))
lapply(x, function(x) estimate(x, ...))
}
##' @export
estimate.data.frame <- function(x, ...) {
estimate(as.matrix(x), ...)
}
IC_quantile <- function(x, estimate, probs=0.5, ...) {
x <- na.omit(x)
f0 <- density(x, ...)
## U <- function(est) (tau - (x <= est))
if (missing(estimate)) {
estimate <- quantile(x, probs=probs)
}
res <- c()
for (i in seq_len(length(estimate))) {
res <- cbind(res,
(probs[i] - (x <= estimate[i]))/with(f0, approx(x, y, estimate[i]))$y
)
}
res
}
##' Estimate parameters and influence function.
##'
##' Estimate parameters for the sample mean, variance, and quantiles
##' @export
##' @aliases estimate.array estimate.data.frame
##' @param x numeric matrix
##' @param type target parameter ("mean", "variance", "quantile")
##' @param probs numeric vector of probabilities (for type="quantile")
##' @param ... Additional arguments to lower level functions (i.e.,
##' stats::density.default when type="quantile")
estimate.array <- function(x, type="mean", probs=0.5, ...) {
cl <- match.call()
if (missing(x) || is.null(x)) {
return(estimate(NULL, ...))
}
dots <- list(...)
density.args <- dots[]
cc <- apply(x, 2, function(y) mean(y, na.rm = TRUE))
ic <- apply(x, 2, function(y) y - mean(y, na.rm = TRUE))
if (tolower(type) %in% c("var", "variance")) {
cc <- apply(x, 2, function(y) mean((y - mean(y)^2), na.rm = TRUE))
ic <- ic^2
for (i in seq_len(NCOL(ic))) {
ic[, i] <- ic[, i] - cc[i]
}
}
if (tolower(type) %in% c("quantile")) {
density.args <- list()
dargs <- names(formals(density.default))
didx <- which(dargs %in% names(dots))
if (length(didx)>0) {
density.args <- dots[dargs[didx]]
dots[dargs[didx]] <- NULL
}
cc <- unlist(apply(x, 2, function(y)
quantile(y, probs=probs, na.rm = TRUE),
simplify=FALSE))
ic <- c()
for (i in seq_len(NCOL(x))) {
ic <- cbind(ic, do.call(IC_quantile,
c(list(x[, i], probs=probs), density.args)))
}
}
if (any(c("vcov", "IC") %in% names(list(...)))) {
return(estimate(NULL, coef = cc, ...))
}
res <- do.call(estimate, c(list(NULL, coef = cc, IC = ic), dots))
res$call <- cl
return(res)
}
##' Estimation of functional of parameters
##'
##' Estimation of functional of parameters. Wald tests, robust standard errors,
##' cluster robust standard errors, LRT (when \code{f} is not a function)...
##' @param x model object (\code{glm}, \code{lvmfit}, ...)
##' @param f transformation of model parameters and (optionally) data, or
##' contrast matrix (or vector)
##' @param ... additional arguments to lower level functions
##' @param data \code{data.frame}
##' @param id (optional) id-variable corresponding to ic decomposition of model
##' parameters.
##' @param iddata (optional) id-variable for 'data'
##' @param stack if TRUE (default) the i.i.d. decomposition is automatically
##' stacked according to 'id'
##' @param average if TRUE averages are calculated
##' @param subset (optional) subset of data.frame on which to condition (logical
##' expression or variable name)
##' @param score.deriv (optional) derivative of mean score function
##' @param level level of confidence limits
##' @param IC if TRUE (default) the influence function decompositions are also
##' returned (extract with \code{IC} method)
##' @param type type of small-sample correction
##' @param keep (optional) index of parameters to keep from final result
##' @param use (optional) index of parameters to use in calculations
##' @param regex If TRUE use regular expression (perl compatible) for keep, use
##' arguments
##' @param ignore.case Ignore case-sensitiveness in regular expression
##' @param contrast (optional) Contrast matrix for final Wald test
##' @param null (optional) null hypothesis to test
##' @param vcov (optional) covariance matrix of parameter estimates (e.g.
##' Wald-test)
##' @param coef (optional) parameter coefficient
##' @param robust if TRUE robust standard errors are calculated. If FALSE
##' p-values for linear models are calculated from t-distribution
##' @param df degrees of freedom (default obtained from 'df.residual')
##' @param print (optional) print function
##' @param labels (optional) names of coefficients
##' @param label.width (optional) max width of labels
##' @param only.coef if TRUE only the coefficient matrix is return
##' @param back.transform (optional) transform of parameters and confidence
##' intervals
##' @param folds (optional) aggregate influence functions (divide and conquer)
##' @param cluster (obsolete) alias for 'id'.
##' @param R Number of simulations (simulated p-values)
##' @param null.sim Mean under the null for simulations
##' @details
##'
##' influence function decomposition of estimator \eqn{\widehat{\theta}} based
##' on data \eqn{Z_1,\ldots,Z_n}: \deqn{\sqrt{n}(\widehat{\theta}-\theta) =
##' \frac{1}{\sqrt{n}}\sum_{i=1}^n IC(Z_i; P) + o_p(1)} can be extracted with
##' the \code{IC} method.
##'
##' @export
##' @export estimate.default
##' @examples
##'
##' ## Simulation from logistic regression model
##' m <- lvm(y~x+z);
##' distribution(m,y~x) <- binomial.lvm("logit")
##' d <- sim(m,1000)
##' g <- glm(y~z+x,data=d,family=binomial())
##' g0 <- glm(y~1,data=d,family=binomial())
##'
##' ## LRT
##' estimate(g,g0)
##'
##' ## Plain estimates (robust standard errors)
##' estimate(g)
##'
##' ## Testing contrasts
##' estimate(g,null=0)
##' estimate(g,rbind(c(1,1,0),c(1,0,2)))
##' estimate(g,rbind(c(1,1,0),c(1,0,2)),null=c(1,2))
##' estimate(g,2:3) ## same as cbind(0,1,-1)
##' estimate(g,as.list(2:3)) ## same as rbind(c(0,1,0),c(0,0,1))
##' ## Alternative syntax
##' estimate(g,"z","z"-"x",2*"z"-3*"x")
##' estimate(g,"?") ## Wildcards
##' estimate(g,"*Int*","z")
##' estimate(g,"1","2"-"3",null=c(0,1))
##' estimate(g,2,3)
##'
##' ## Usual (non-robust) confidence intervals
##' estimate(g,robust=FALSE)
##'
##' ## Transformations
##' estimate(g,function(p) p[1]+p[2])
##'
##' ## Multiple parameters
##' e <- estimate(g,function(p) c(p[1]+p[2], p[1]*p[2]))
##' e
##' vcov(e)
##'
##' ## Label new parameters
##' estimate(g,function(p) list("a1"=p[1]+p[2], "b1"=p[1]*p[2]))
##' ##'
##' ## Multiple group
##' m <- lvm(y~x)
##' m <- baptize(m)
##' d2 <- d1 <- sim(m,50,seed=1)
##' e <- estimate(list(m,m),list(d1,d2))
##' estimate(e) ## Wrong
##' ee <- estimate(e, id=rep(seq(nrow(d1)), 2)) ## Clustered
##' ee
##' estimate(lm(y~x,d1))
##'
##' ## Marginalize
##' f <- function(p,data)
##' list(p0=lava:::expit(p["(Intercept)"] + p["z"]*data[,"z"]),
##' p1=lava:::expit(p["(Intercept)"] + p["x"] + p["z"]*data[,"z"]))
##' e <- estimate(g, f, average=TRUE)
##' e
##' estimate(e,diff)
##' estimate(e,cbind(1,1))
##'
##' ## Clusters and subset (conditional marginal effects)
##' d$id <- rep(seq(nrow(d)/4),each=4)
##' estimate(g,function(p,data)
##' list(p0=lava:::expit(p[1] + p["z"]*data[,"z"])),
##' subset=d$z>0, id=d$id, average=TRUE)
##'
##' ## More examples with clusters:
##' m <- lvm(c(y1,y2,y3)~u+x)
##' d <- sim(m,10)
##' l1 <- glm(y1~x,data=d)
##' l2 <- glm(y2~x,data=d)
##' l3 <- glm(y3~x,data=d)
##'
##' ## Some random id-numbers
##' id1 <- c(1,1,4,1,3,1,2,3,4,5)
##' id2 <- c(1,2,3,4,5,6,7,8,1,1)
##' id3 <- seq(10)
##'
##' ## Un-stacked and stacked i.i.d. decomposition
##' IC(estimate(l1,id=id1,stack=FALSE))
##' IC(estimate(l1,id=id1))
##'
##' ## Combined i.i.d. decomposition
##' e1 <- estimate(l1,id=id1)
##' e2 <- estimate(l2,id=id2)
##' e3 <- estimate(l3,id=id3)
##' (a2 <- merge(e1,e2,e3))
##'
##' ## If all models were estimated on the same data we could use the
##' ## syntax:
##' ## Reduce(merge,estimate(list(l1,l2,l3)))
##'
##' ## Same:
##' IC(a1 <- merge(l1,l2,l3,id=list(id1,id2,id3)))
##'
##' IC(merge(l1,l2,l3,id=TRUE)) # one-to-one (same clusters)
##' IC(merge(l1,l2,l3,id=FALSE)) # independence
##'
##'
##' ## Monte Carlo approach, simple trend test example
##'
##' m <- categorical(lvm(),~x,K=5)
##' regression(m,additive=TRUE) <- y~x
##' d <- simulate(m,100,seed=1,'y~x'=0.1)
##' l <- lm(y~-1+factor(x),data=d)
##'
##' f <- function(x) coef(lm(x~seq_along(x)))[2]
##' null <- rep(mean(coef(l)),length(coef(l)))
##' ## just need to make sure we simulate under H0: slope=0
##' estimate(l,f,R=1e2,null.sim=null)
##'
##' estimate(l,f)
##' @aliases estimate estimate.default estimate.estimate merge.estimate
##' estimate.mlm
##' @seealso estimate.array
##' @method estimate default
##' @export
estimate.default <- function(x=NULL, f=NULL, ..., data, id,
iddata, stack=TRUE, average=FALSE, subset,
score.deriv, level=0.95, IC=robust,
type=c("robust", "df", "mbn"),
keep, use,
regex=FALSE, ignore.case=FALSE,
contrast, null, vcov, coef,
robust=TRUE, df=NULL,
print=NULL, labels, label.width,
only.coef=FALSE, back.transform=NULL,
folds=0,
cluster,
R=0,
null.sim) {
cl <- match.call(expand.dots = TRUE)
cal <- match.call()
if ("iid" %in% names(cl)) {
stop("The 'iid' argument is obsolete. Please use the 'IC' argument")
}
if (!missing(use)) {
p0 <- c(
"f", "contrast", "only.coef",
"subset", "average", "keep", "labels", "null"
)
cl0 <- cl
cl0[c("use", p0)] <- NULL
cl0$keep <- use
cl$x <- eval(cl0, parent.frame())
cl[c("vcov", "use")] <- NULL
return(eval(cl, parent.frame()))
}
expr <- suppressWarnings(inherits(try(f, silent=TRUE), "try-error"))
if (!missing(coef)) {
pp <- coef
} else {
pp <- suppressWarnings(try(stats::coef(x), "try-error"))
if (inherits(x, "survreg") && length(pp) < NROW(x$var)) {
pp <- c(pp, scale=x$scale)
}
}
if (!missing(cluster)) id <- cluster
if (expr || is.character(f) || (is.numeric(f)
&& !is.matrix(f))) { ## || is.call(f)) {
dots <- lapply(substitute(placeholder(...))[-1], function(x) x)
args <- c(list(
coef = names(pp),
x = substitute(f),
regex = regex
), dots)
f <- do.call(parsedesign, args)
}
if (!is.null(f) && !is.function(f)) {
if (!(is.matrix(f) || is.vector(f)))
return(compare(x, f, ...))
contrast <- f
f <- NULL
}
if (lava.options()$cluster.index) {
if (!requireNamespace("mets", quietly=TRUE)) stop("'mets' package required")
}
if (missing(data))
data <- tryCatch(model.frame(x), error=function(...) NULL)
alpha <- 1 - level
alpha.str <- paste(c(alpha/2, 1 -alpha/2)*100, "", sep="%")
nn <- NULL
if ((((is.logical(IC) && IC) || length(IC)>0) && robust) &&
(missing(vcov) || is.null(vcov) ||
(is.logical(vcov) && vcov[1]==FALSE && !is.na(vcov[1])))) {
## If user supplied vcov, then don't estimate IC
if (missing(score.deriv)) {
if (!is.logical(IC)) {
ic_theta <- cbind(IC)
IC <- TRUE
} else {
suppressWarnings(ic_theta <- IC(x, folds=folds))
}
} else {
suppressWarnings(ic_theta <- IC(x, score.deriv=score.deriv, folds=folds))
}
} else {
if (!is.null(x) && (missing(vcov) ||
(is.logical(vcov) && !is.na(vcov)[1])))
suppressWarnings(vcov <- stats::vcov(x))
ic_theta <- NULL
}
if (any(is.na(ic_theta))) {
## Rescale each column according to I(obs)/pr(obs)
for (i in seq_len(NCOL(ic_theta))) {
pr <- mean(!is.na(ic_theta[, i]))
ic_theta[, i] <- ic_theta[, i]/pr
}
ic_theta[is.na(ic_theta)] <- 0
}
if (!missing(subset)) {
e <- substitute(subset)
expr <- suppressWarnings(inherits(try(subset, silent=TRUE), "try-error"))
if (expr) subset <- eval(e, envir=data)
if (is.character(subset)) subset <- data[, subset]
if (is.numeric(subset)) subset <- subset > 0
}
idstack <- NULL
## Preserve id from 'estimate' object
if (missing(id) && inherits(x, "estimate") && !is.null(x$id))
id <- x$id
if (!missing(id) && IC) {
if (is.null(ic_theta)) stop("'IC' method needed")
nprev <- nrow(ic_theta)
if (inherits(id, "formula")) {
id <- interaction(get_all_vars(id, data))
}
## e <- substitute(id)
## expr <- suppressWarnings(inherits(try(id,silent=TRUE),"try-error"))
## if (expr) id <- eval(e,envir=data)
##if (!is.null(data)) id <- eval(e, data)
if (is.logical(id) && length(id)==1) {
id <- if(is.null(ic_theta)) seq_len(nrow(data)) else seq_len(nprev)
stack <- FALSE
}
if (is.character(id) && length(id)==1)
id <- data[, id, drop=TRUE]
if (!is.null(ic_theta)) {
if (length(id)!=nprev) {
if (!is.null(x$na.action) &&
(length(id)==length(x$na.action) + nprev)) {
warning("Applying na.action")
id <- id[-x$na.action]
} else stop("Dimensions of i.i.d decomposition and 'id' does not agree")
}
} else {
if (length(id)!=nrow(data)) {
if (!is.null(x$na.action) &&
(length(id)==length(x$na.action)+nrow(data))) {
warning("Applying na.action")
id <- id[-x$na.action]
} else stop("Dimensions of IC and 'id' does not agree")
}
}
if (stack) {
N <- nrow(ic_theta)
clidx <- NULL
atr <- attributes(ic_theta)
atr$dimnames <- NULL
atr$dim <- NULL
if (!lava.options()$cluster.index) {
ic_theta <- matrix(unlist(by(ic_theta, id, colSums)),
byrow=TRUE, ncol=ncol(ic_theta))
attributes(ic_theta)[names(atr)] <- atr
idstack <- sort(unique(id))
} else {
clidx <- mets::cluster.index(id, mat=ic_theta, return.all=TRUE)
ic_theta <- with(clidx, X)
attributes(ic_theta)[names(atr)] <- atr
idstack <- id[as.vector(clidx$firstclustid)+1]
}
ic_theta <- ic_theta*NROW(ic_theta)/length(id)
if (is.null(attributes(ic_theta)$N)) {
attributes(ic_theta)$N <- N
}
} else idstack <- id
} else {
if (!is.null(data)) idstack <- rownames(data)
}
if (!is.null(ic_theta) && (length(idstack)==nrow(ic_theta))) {
rownames(ic_theta) <- idstack
}
if (!robust) {
if (inherits(x, "lm") && family(x)$family=="gaussian"
&& is.null(df))
df <- x$df.residual
if (missing(vcov) && !is.null(x))
suppressWarnings(vcov <- stats::vcov(x))
}
if (!is.null(ic_theta) && robust && (missing(vcov) || is.null(vcov))) {
V <- var_ic(ic_theta)
## Small-sample corrections for clustered data
K <- NROW(ic_theta)
N <- attributes(ic_theta)$N
if (is.null(N)) N <- K
p <- NCOL(ic_theta)
adj0 <- K/(K-p) ## Mancl & DeRouen, 2001
adj1 <- K/(K-1) ## Mancl & DeRouen, 2001
adj2 <- (N-1)/(N-p)*(K/(K-1)) ## Morel,Bokossa & Neerchal, 2003
if (tolower(type[1])=="mbn" && !is.null(attributes(ic_theta)$bread)) {
V0 <- V
iI0 <- attributes(ic_theta)$bread
I0 <- Inverse(iI0)
delta <- min(0.5, p / (K - p))
phi <- max(1, tr(I0%*%V0)*adj2/p)
V <- adj2*V0 + delta*phi*iI0
}
if (tolower(type[1])=="df") {
V <- adj0*V
}
if (tolower(type[1])=="df1") {
V <- adj1*V
}
if (tolower(type[1])=="df2") {
V <- adj2*V
}
} else {
if (!missing(vcov)) {
if (length(vcov) == 1 && is.na(vcov)) {
vcov <- matrix(NA, length(pp), length(pp))
}
V <- cbind(vcov)
} else {
suppressWarnings(V <- stats::vcov(x))
}
}
## Simulate p-value
if (R>0) {
if (is.null(f)) stop("Supply function 'f'")
if (missing(null.sim)) null.sim <- rep(0, length(pp))
est <- f(pp)
if (is.list(est)) {
nn <- names(est)
est <- unlist(est)
names(est) <- nn
}
if (missing(labels)) {
labels <- colnames(rbind(est))
}
res <- simnull(R, f, mu = null.sim, sigma = V, labels = labels)
return(structure(res, class=c("estimate.sim", "sim"),
coef=pp,
vcov=V,
f=f,
estimate=est))
}
if (!is.null(f)) {
form <- names(formals(f))
dots <- ("..."%in%names(form))
form0 <- setdiff(form, "...")
parname <- "p"
if (!is.null(form)) parname <- form[1] # unless .Primitive
if (length(form0)==1 && !(form0%in%c("object", "data"))) {
##names(formals(f))[1] <- "p"
parname <- form0
}
if (!is.null(ic_theta)) {
arglist <- c(list(object=x, data=data, p=vec(pp)), list(...))
names(arglist)[3] <- parname
} else {
arglist <- c(list(object=x, p=vec(pp)), list(...))
names(arglist)[2] <- parname
}
if (!dots) {
arglist <- arglist[intersect(form0, names(arglist))]
}
newf <- NULL
if (length(form)==0) {
arglist <- list(vec(pp))
newf <- function(...) do.call("f", list(...))
val <- do.call("f", arglist)
} else {
val <- do.call("f", arglist)
if (is.list(val)) {
nn <- names(val)
val <- do.call("cbind", val)
newf <- function(...) do.call("cbind", f(...))
}
}
k <- NCOL(val)
N <- NROW(val)
D <- attributes(val)$grad
if (is.null(D)) {
D <- numDeriv::jacobian(function(p, ...) {
if (length(form)==0) arglist[[1]] <- p
else arglist[[parname]] <- p
if (is.null(newf))
return(do.call("f", arglist))
return(do.call("newf", arglist)) }, pp)
}
if (is.null(ic_theta)) {
pp <- structure(as.vector(val), names=names(val))
V <- D%*%V%*%t(D)
} else {
if (!average || (N<NROW(data))) { ## transformation not depending on data
pp <- structure(as.vector(val), names=names(val))
ic_theta <- ic_theta%*%t(D)
V <- var_ic(ic_theta)
} else {
if (k>1) { ## More than one parameter (and depends on data)
if (!missing(subset)) { ## Conditional estimate
val <- apply(val, 2, function(x) x*subset)
}
D0 <- matrix(nrow=k, ncol=length(pp))
for (i in seq_len(k)) {
D1 <- D[seq(N)+(i-1)*N, , drop=FALSE]
if (!missing(subset)) ## Conditional estimate
D1 <- apply(D1, 2, function(x) x*subset)
D0[i, ] <- colMeans(D1)
}
D <- D0
ic2 <- ic_theta%*%t(D)
} else { ## Single parameter
if (!missing(subset)) { ## Conditional estimate
val <- val*subset
D <- apply(rbind(D), 2, function(x) x*subset)
}
D <- colMeans(rbind(D))
ic2 <- ic_theta%*%D
}
pp <- vec(colMeans(cbind(val)))
ic1 <- (cbind(val)-rbind(pp)%x%cbind(rep(1, N)))
if (NROW(ic_theta)==NROW(ic1)) {
rownames(ic1) <- rownames(ic_theta)
}
if (!missing(id)) {
if (!lava.options()$cluster.index)
ic1 <- matrix(unlist(by(ic1, id, colSums)),
byrow=TRUE, ncol=ncol(ic1))
else {
ic1 <- mets::cluster.index(id, mat=ic1, return.all=FALSE)
}
ic1 <- ic1 * NROW(ic1) / length(id)
}
if (!missing(subset)) { ## Conditional estimate
phat <- mean(subset)
ic3 <- cbind(-1/phat^2 * (subset-phat)) ## check
if (!missing(id)) {
if (!lava.options()$cluster.index) {
ic3 <- matrix(unlist(by(ic3, id, colSums)),
byrow=TRUE, ncol=ncol(ic3))
} else {
ic3 <- mets::cluster.index(id, mat=ic3, return.all=FALSE)
}
}
ic3 <- ic3*NROW(ic3)/length(id)
ic_theta <- (ic1+ic2)/phat + rbind(pp)%x%ic3
pp <- pp/phat
V <- var_ic(ic_theta)
} else {
if (nrow(ic1)!=nrow(ic2)) {
message("Assuming independence between model iid decomposition and new data frame") #nolint
V <- var_ic(ic1) + var_ic(ic2)
} else {
ic_theta <- ic1+ic2
V <- var_ic(ic_theta)
}
}
}
}
}
if (is.null(V)) {
res <- cbind(pp, NA, NA, NA, NA)
} else {
if (length(pp)==1)
res <- rbind(c(pp, diag(V)^0.5))
else
res <- cbind(pp, diag(V)^0.5)
beta0 <- res[, 1]
if (!missing(null) && missing(contrast))
beta0 <- beta0-null
if (!is.null(df)) {
za <- qt(1-alpha/2, df=df)
pval <- 2*pt(abs(res[, 1]/res[, 2]), df=df, lower.tail=FALSE)
} else {
za <- qnorm(1-alpha/2)
pval <- 2*pnorm(abs(res[, 1]/res[, 2]), lower.tail=FALSE)
}
res <- cbind(res, res[, 1]-za*res[, 2], res[, 1] + za*res[, 2], pval)
}
colnames(res) <- c("Estimate", "Std.Err", alpha.str, "P-value")
if (nrow(res)>0)
if (!is.null(nn)) {
rownames(res) <- nn
} else {
nn <- attributes(res)$varnames
if (!is.null(nn))
rownames(res) <- nn
if (is.null(rownames(res)))
rownames(res) <- paste0("p", seq_len(nrow(res)))
}
if (NROW(res)==0L) {
coefs <- NULL
} else {
coefs <- res[, 1, drop=TRUE]
names(coefs) <- rownames(res)
}
res <- structure(list(coef=coefs, coefmat=res, vcov=V,
IC=NULL, print=print, id=idstack),
class="estimate")
if (IC) ## && is.null(back.transform))
res$IC <- ic_theta
if (length(coefs)==0L) return(res)
if (!missing(contrast) || !missing(null)) {
p <- length(res$coef)
if (missing(contrast)) contrast <- diag(nrow=p)
if (missing(null)) null <- 0
if (is.vector(contrast) || is.list(contrast)) {
contrast <- contr(contrast, names(res$coef), ...)
## if (length(contrast)==p) contrast <- rbind(contrast)
## else {
## cont <- contrast
## contrast <- diag(nrow=p)[cont,,drop=FALSE]
## }
}
cc <- compare(res, contrast=contrast, null=null,
vcov=V, level=level, df=df)
res <- structure(c(res, list(compare=cc)), class="estimate")
if (!is.null(df)) {
pval <- with(cc, pt(abs(estimate[, 1]-null)/estimate[, 2],
df=df, lower.tail=FALSE)*2)
} else {
pval <- with(cc, pnorm(abs(estimate[, 1]-null)/estimate[, 2],
lower.tail=FALSE)*2)
}
res$coefmat <- with(cc, cbind(estimate, pval))
colnames(res$coefmat)[5] <- "P-value"
rownames(res$coefmat) <- cc$cnames
if (!is.null(res$IC)) {
res$IC <- res$IC%*%t(contrast)
colnames(res$IC) <- cc$cnames
}
res$compare$estimate <- NULL
res$coef <- res$compare$coef
res$vcov <- res$compare$vcov
names(res$coef) <- gsub("(^\\[)|(\\]$)", "",
rownames(res$coefmat))
}
if (!is.null(back.transform)) {
res$coefmat[, c(1, 3, 4)] <- do.call(back.transform,
list(res$coefmat[, c(1, 3, 4)]))
res$coefmat[, 2] <- NA
}
if (!missing(keep) && !is.null(keep)) {
if (is.character(keep)) {
if (regex) {
nn <- rownames(res$coefmat)
keep <- unlist(lapply(keep, function(x) {
grep(x, nn,
perl = TRUE,
ignore.case = ignore.case
)
}))
} else {
keep <- match(keep, rownames(res$coefmat))
}
}
res$coef <- res$coef[keep]
res$coefmat <- res$coefmat[keep, , drop=FALSE]
if (!is.null(res$IC)) res$IC <- res$IC[, keep, drop=FALSE]
res$vcov <- res$vcov[keep, keep, drop=FALSE]
}
if (!missing(labels)) {
names(res$coef) <- labels
if (!is.null(res$IC))
colnames(res$IC) <- labels
if (!is.null(res$vcov))
colnames(res$vcov) <- rownames(res$vcov) <- labels
rownames(res$coefmat) <- labels
}
if (!missing(label.width)) {
rownames(res$coefmat) <- make.unique(
unlist(lapply(rownames(res$coefmat),
function(x) toString(x, width=label.width)))
)
}
if (only.coef) return(res$coefmat)
res$call <- cal
res$back.transform <- back.transform
res$n <- nrow(data)
res$ncluster <- nrow(res$IC)
return(res)
}
simnull <- function(R, f, mu, sigma, labels=NULL) {
X <- rmvn0(R, mu=mu, sigma=sigma)
est <- f(mu)
res <- apply(X, 1, f)
if (is.list(est)) {
nn <- names(est)
est <- unlist(est)
names(est) <- nn
res <- matrix(unlist(res), byrow=TRUE, ncol=length(est))
} else {
res <- t(rbind(res))
}
if (is.null(labels)) {
labels <- colnames(rbind(est))
if (is.null(labels))
labels <- paste0("p", seq_along(est))
}
colnames(res) <- labels
return(res)
}
##' @export
estimate.estimate.sim <- function(x, f, R=0, labels, ...) {
atr <- attributes(x)
if (R>0) {
if (missing(f)) {
val <- simnull(R, f=atr[["f"]], mu=atr[["coef"]], sigma=atr[["vcov"]])
res <- rbind(x, val)
for (a in setdiff(names(atr), c("dim", "dimnames")))
attr(res, a) <- atr[[a]]
} else {
res <- simnull(R, f=f, mu=atr[["coef"]], sigma=atr[["vcov"]])
for (a in setdiff(names(atr), c("dim", "dimnames", "f")))
attr(res, a) <- atr[[a]]
attr(f, "f") <- f
est <- unlist(f(atr[["coef"]]))
if (missing(labels)) labels <- colnames(rbind(est))
attr(res, "estimate") <- est
}
if (!missing(labels)) colnames(res) <- labels
return(res)
}
if (missing(f)) {
if (!missing(labels)) colnames(res) <- labels
return(x)
}
est <- f(atr[["coef"]])
res <- apply(x, 1, f)
if (is.list(est)) {
res <- matrix(unlist(res), byrow=TRUE, ncol=length(est))
} else {
res <- t(rbind(res))
}
if (missing(labels)) {
labels <- colnames(rbind(est))
if (is.null(labels)) labels <- paste0("p", seq_along(est))
}
colnames(res) <- labels
for (a in setdiff(names(atr), c("dim", "dimnames", "f", "estimate")))
attr(res, a) <- atr[[a]]
attr(f, "f") <- f
attr(res, "estimate") <- unlist(est)
return(res)
}
##' @export
print.estimate.sim <- function(x, level=.95, ...) {
quantiles <- c((1-level)/2, 1-(1-level)/2)
est <- attr(x, "estimate")
mysummary <- function(x, INDEX, ...) {
x <- as.vector(x)
res <- c(mean(x, na.rm=TRUE),
sd(x, na.rm=TRUE),
quantile(x, quantiles, na.rm=TRUE),
est[INDEX],
mean(abs(x)>abs(est[INDEX]), na.rm=TRUE))
names(res) <- c("Mean", "SD", paste0(quantiles*100, "%"),
"Estimate", "P-value")
res
}
env <- new.env()
assign("est", attr(x, "estimate"), env)
environment(mysummary) <- env
print(summary(x, fun=mysummary, ...))
}
##' @export
estimate.glm <- function(x, ...) {
estimate.default(x, ...)
}
##' @export
IC.mlm <- function(x, ...) {
cc <- coef(x)
r <- residuals(x)
X <- model.matrix(x)
w <- weights(x)
if (!is.null(w)) {
r <- apply(r, 2, function(x) x * w)
}
q <- NCOL(cc)
ics <- lapply(1:q, function(i) {
apply(X, 2, function(x) x * r[, i])
})
res <- Reduce("cbind", ics)
colnames(res) <- names(pars(x))
return(res)
}
##' @export
pars.mlm <- function(x, ...) {
cc <- coef(x)
q <- NCOL(cc)
nn <- unlist(lapply(
1:q, function(i)
paste0(colnames(cc)[i], ":", rownames(cc))
))
coefs <- unlist(lapply(1:q, function(x) cc[, x, drop=TRUE]))
names(coefs) <- nn
coefs
}
##' @export
estimate.mlm <- function(x, ...) {
estimate.default(x, coef=pars(x), ...)
}
##' @export
print.estimate <- function(x, type=0L, digits=4L, width=25L,
std.error=TRUE, p.value=TRUE,
sep=cli::symbol[["line"]],
sep.which,
sep.labels=NULL,
indent=" ", unique.names=TRUE,
na.print="", ...) {
if (!is.null(x$print)) {
x$print(x, digits=digits, width=width, ...)
return(invisible(x))
}
if (type>0 && !is.null(x$call)) {
cat("Call: ")
print(x$call)
print(cli::rule())
}
if (type>0) {
if (!is.null(x[["n"]]) && !is.null(x[["k"]])) {
cat("n = ", x[["n"]], ", clusters = ", x[["k"]], "\n\n", sep="")
} else {
if (!is.null(x[["n"]])) {
cat("n = ", x[["n"]], "\n\n", sep="")
}
if (!is.null(x[["k"]])) {
cat("n = ", x[["k"]], "\n\n", sep="")
}
}
}
cc <- x$coefmat
if (!is.null(rownames(cc)) && unique.names)
rownames(cc) <- make.unique(
unlist(lapply(rownames(cc),
function(x) toString(x, width=width)))
)
if (!std.error) cc <- cc[, -2, drop=FALSE]
if (!p.value) cc[, -ncol(cc), drop=FALSE]
sep.pos <- c()
if (missing(sep.which) && !is.null(x$model.index)) {
sep.which <- unlist(lapply(x$model.index,
function(x)
tail(x, 1)))[-length(x$model.index)]
}
if (missing(sep.which)) sep.which <- NULL
if (!is.null(sep.which)) {
sep0 <- 0%in%sep.which
if (sep0)
sep.which <- setdiff(sep.which, 0)
cc0 <- c()
sep.which <- c(0, sep.which, nrow(cc))
N <- length(sep.which)-1
for (i in seq(N)) {
if ((sep.which[i]+1)<=nrow(cc))
cc0 <- rbind(cc0, cc[seq(sep.which[i]+1, sep.which[i+1]), , drop=FALSE])
if (i<N) {
cc0 <- rbind(cc0, NA)
sep.pos <- c(sep.pos, nrow(cc0))
}
}
if (sep0) {
sep.pos <- c(1, sep.pos+1)
cc0 <- rbind(NA, cc0)
}
cc <- cc0
}
if (!is.null(sep.labels)) {
sep.labels <- rep(sep.labels, length.out=length(sep.pos))
rownames(cc)[sep.pos] <- sep.labels
rownames(cc)[-sep.pos] <- paste0(indent, rownames(cc)[-sep.pos])
} else {
if (length(sep.pos)>0)
rownames(cc)[sep.pos] <- rep(paste0(rep(sep, max(nchar(rownames(cc)))),
collapse=""), length(sep.pos))
}
print(cc, digits=digits, na.print=na.print, ...)
if (!is.null(x$compare)) {
cat("\n", x$compare$method[3], "\n")
cat(paste(" ", x$compare$method[-(1:3)], collapse="\n"), "\n")
if (length(x$compare$method)>4) {
out <- character()
out <- with(x$compare, c(out, paste(names(statistic),
"=", format(round(statistic, 4)))))
out <- with(x$compare, c(out, paste(names(parameter),
"=", format(round(parameter, 3)))))
fp <- with(x$compare, format.pval(p.value, digits = digits))
out <- c(out, paste("p-value", if (substr(fp, 1L, 1L) == "<")
fp else paste("=", fp)))
cat(" ", strwrap(paste(out, collapse = ", ")), sep = "\n")
}
}
}
##' @export
vcov.estimate <- function(object, list=FALSE, ...) {
res <- object$vcov
nn <- names(coef(object, ...))
if (list && !is.null(object$model.index)) {
return(lapply(object$model.index, function(x) object$vcov[x, x]))
}
dimnames(res) <- list(nn, nn)
res
}
##' @export
coef.estimate <- function(object,
mat=FALSE,
list=FALSE,
messages=lava.options()$messages,
...) {
if (mat) return(object$coefmat)
if (messages > 0 && !is.null(object$back.transform)) {
message("Note: estimates on original scale (before 'back.transform')")
}
if (list && !is.null(object$model.index)) {
return(lapply(object$model.index, function(x) object$coef[x]))
}
object$coef
}
##' @export
summary.estimate <- function(object, ...) {
p <- coef(object, messages=0)
test <- estimate(coef=p, vcov=vcov(object, messages=0),
contrast=as.list(seq_along(p)), ...)
object$compare <- test$compare
object <- object[c("coef", "coefmat", "vcov", "call",
"ncluster", "model.index", "compare")]
class(object) <- "summary.estimate"
object
}
##' @export
coef.summary.estimate <- function(object, ...) {
object$coefmat
}
##' @export
subset.estimate <- function(x, keep, ...) {
estimate(x, keep = keep, ...)
}
##' @export
transform.estimate <- function(`_data`, ...) {
estimate(`_data`, ...)
}
##' @export
labels.estimate <- function(object, str, ...) {
estimate(object, labels=str, ...)
}
##' @export
parameter.estimate <- function(x, ...) {
return(x$coefmat)
}
##' @export
print.summary.estimate <- function(x, ...) {
print.estimate(x, type=2L, ...)
}
##' @export
IC.estimate <- function(x, ...) {
if (is.null(x$IC)) return(NULL)
dimn <- dimnames(x$IC)
if (!is.null(dimn)) {
dimn[[2]] <- names(coef(x))
} else {
dimn <- list(NULL, names(coef(x)))
}
structure(x$IC, dimnames=dimn)
}
##' @export
model.frame.estimate <- function(formula, ...) {
NULL
}
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