Methods for adjusted glm objects — glmadj • glmhd

Availabel methods for glmadj objects: print coefficients, summary, prediction

Usage

# S3 method for glmadj
print(x, ...)

# S3 method for glmadj
summary(object, ...)

# S3 method for summary.glmadj
print(x, ...)

# S3 method for glmadj
predict(object, newdata = NULL, ...)

Arguments

x: A glmadj object, created from adjust_glm.
...: Additional parameters
object: A glmadj object, created from adjust_glm.
newdata: A data frame created with model.frame.

Value

summary.glmadj returns a summary table with four columns

ajusted_mle \(\hat{\beta}_j^\mathrm{Adj} = \hat{\beta}_j^\mathrm{MLE} / \alpha_\star\).
adjusted_std. Standard error of the adjusted MLE \(\hat{\sigma}_j / \alpha_\star = \sigma_\star / \alpha_\star \tau_j\).
t.value \(t_j = \hat{\beta}_j^\mathrm{MLE} / \hat{\sigma}_j\). When \(\beta_j = 0\), \(t_j\) is approximately a standard Gaussian as \(n,p \to\infty\).
p.value 2-sided p-value using t.value to test whether \(\beta_j = 0\).

See also