lambda.reg {eiPack} | R Documentation

## Calculate shares using data from regression model

### Description

Calculates the population share of row members in a particular column

### Usage

    lambda.reg(object, columns)

### Arguments

`object` | An R object of class `eiReg`, the output from `ei.reg`
`columns` | a character vector of column names to be included in calculating the shares

### Details

Standard errors are calculated using the delta method as implemented in the library `msm`. The arguments passed to `deltamethod` in `msm` include

`g`
  a list of transformations of the form `~ x1 / (x1 + x2 + + ... + xk)`, `~ x2 / (x1 + x2 + ... + xk)`, etc.
. Each xc is the estimated proportion of all row members in column c, beta_rc
`mean`
  the estimated proportions of the row members in the specified columns, as a proportion of the total number of row members, (beta_r1, beta_r2, ..., beta_rk).
`cov`
  a diagonal matrix with the estimated variance of each beta_rc on the diagonal. Each column marginal is assumed to be independent, such that the off-diagonal elements of this matrix are zero. Estimates come from `object$cov.matrices`, the estimated covariance matrix from the regression of the relevant column. Thus,

cov | = | Var(beta_r1) | 0 | 0 | ...
|  | 0 | Var(beta_r2) | 0 | ...
|  | 0 | 0 | Var(beta_{r3}) | ...
|  | ... | ... | ... | ...

### Value

Returns a list with the following elements

`call` | the call to `lambda.reg`
`lambda` | an R x k matrix where k is the number of columns included in the share calculation
`se` | standard errors calculated using the delta method as implemented in the library `msm`

### Author(s)

Ryan T. Moore <rtm@wustl.edu>

### See Also

`ei.reg`

[Package eiPack version 0.1-6 Index]