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R中,该stargazer软件包提供了将函数应用于系数、标准误差等的可能性:

dat <- read.dta("http://www.ats.ucla.edu/stat/stata/dae/nb_data.dta")
dat <- within(dat, {
    prog <- factor(prog, levels = 1:3, labels = c("General", "Academic", "Vocational"))
    id <- factor(id)
})
m1 <- glm.nb(daysabs ~ math + prog, data = dat)
transform_coef <- function(x) (exp(x) - 1)
stargazer(m1, apply.coef=transform_coef)

如何应用一个函数,其中乘以的因子取决于变量,例如该变量的标准偏差?

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1 回答 1

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这可能不是您所希望的,但您可以转换系数,并stargazer自定义list系数。例如,如果您想报告系数乘以每个变量的标准差,您的示例的以下扩展可能会起作用:

library(foreign)
library(stargazer)
library(MASS)

dat <- read.dta("http://www.ats.ucla.edu/stat/stata/dae/nb_data.dta")
dat <- within(dat, {
  prog <- factor(prog, levels = 1:3, labels = c("General", "Academic", "Vocational"))
  id <- factor(id)
})
m1 <- glm.nb(daysabs ~ math + prog, data = dat)

# Store coefficients (and other coefficient stats)
s1 <- summary(m1)$coefficients

# Calculate standard deviations (using zero for the constant)
math.sd  <- sd(dat$math)
acad.sd  <- sd(as.numeric(dat$prog == "Academic"))
voc.sd   <- sd(as.numeric(dat$prog == "Vocational"))
int.sd   <- 0

# Append standard deviations to stored coefficients
StdDev   <- c(int.sd, math.sd, acad.sd, voc.sd)
s1       <- cbind(s1, StdDev)

# Store custom list
new.coef <- s1[ , "Estimate"] * s1[ , "StdDev"]

# Output
stargazer(m1, coef = list(new.coef))

您可能需要考虑关于在 中输出系数的原始问题之外的几个问题stargazer。乘以标准偏差时是否应该报告截距?您的标准错误和推理是否与此转换相同?

于 2015-04-02T21:17:43.053 回答