| Title: | A Feasible Generalized Least Squares Estimator for Regression Analysis of Outcomes with Network Dependence |
|---|---|
| Description: | The function estimates a multivariate regression model for outcomes with network dependence. |
| Authors: | Weihua An [aut, cre] |
| Maintainer: | Weihua An <[email protected]> |
| License: | GPL-3 |
| Version: | 1.1 |
| Built: | 2024-12-05 13:59:21 UTC |
| Source: | CRAN |
"fglsnet".Simulated data for demonstrating "fglsnet".
data(dat)data(dat)
An object of class list of length 3.
Y is the outcome. X contains the regressors including the intercept.. M is the dependence network.
fglsnet estimates a multivariate regression model for analyzing outcomes with network dependence.
One nice feature of the function is that it can distinguish three types of error dependence,
including triadic dependence, mutual dependence, and asymmetric dependence.
fglsnet( formula, M = NULL, directed = TRUE, mcorr = TRUE, CSE = FALSE, k = 10, data = data )fglsnet( formula, M = NULL, directed = TRUE, mcorr = TRUE, CSE = FALSE, k = 10, data = data )
formula |
A formula indicating the regression model. |
M |
The dependence network. |
directed |
Whether the dependence network is directed or undirected. |
mcorr |
Whether request multiple correlation coefficients to distinguish triadic, mutual, and asymmetric error dependence. |
CSE |
Whether use clustered standard error for the residual regression. Default cluster is the ego unit. |
k |
The number of iterations in the fgls estimation. |
data |
The data that are used for the regression. |
The function estimates a multivariate regression model for analyzing outcomes with network dependence. One nice feature of the function is that it can distinguish three types of error dependence, including triadic dependence, mutual dependence, and asymmetric dependence.
A list containing the coefficient coef, the testing results on the error correlations rtest,
the estimated error variance Sigma, the estimated error correlation matrix Omega, and the OLS estimates ols.
An, Weihua. 2023. “A Tale of Twin-Dependence: A New Multivariate Regression Model and an FGLS Estimator for Analyzing Outcomes with Network Dependence." Sociological Methods and Research 52(4): 1947-1980.
Greene, William H. (2008). Econometric Analysis (6th edition). New Jersey: Pearson Prentice Hall.
data(dat) g <- fglsnet(Y~ X-1, M = dat$M, directed = TRUE, mcorr = 1, k = 5, data = dat) g$coefdata(dat) g <- fglsnet(Y~ X-1, M = dat$M, directed = TRUE, mcorr = 1, k = 5, data = dat) g$coef