zelig {Zelig} | R Documentation |
The zelig
command estimates a variety of statistical
models. Use zelig
output with setx
and sim
to compute
quantities of interest, such as predicted probabilities, expected values, and
first differences, along with the associated measures of uncertainty
(standard errors and confidence intervals).
z.out <- zelig(formula, model, data, by, ...)
formula |
a symbolic representation of the model to be
estimated, in the form y \~\, x1 + x2 , where y is the
dependent variable and x1 and x2 are the explanatory
variables, and y , x1 , and x2 are contained in the
same dataset. (You may include more than two explanatory variables,
of course.) The + symbol means ``inclusion'' not
``addition.'' You may also include interaction terms and main
effects in the form x1*x2 without computing them in prior
steps; I(x1*x2) to include only the interaction term and
exclude the main effects; and quadratic terms in the form
I(x1^2) . |
model |
the name of a statistical model, enclosed in "" .
Type help.zelig("models") to see a list of currently supported
models. |
data |
the name of a data frame containing the variables referenced in the formula, or a list of multiply imputed data frames each having the same variable names and row numbers. |
by |
a factor variable contained in data . Zelig will subset
the data frame based on the levels in the by variable, and
estimate a model for each subset. This a particularly powerful option
which will allow you to save a considerable amount of effort. For
example, to run the same model on all fifty states, you could type:
z.out <- zelig(y ~ x1 + x2, data = mydata, model = "ls", by = "state")
You may also use by to run models using MatchIt subclass. |
... |
additional arguments passed to zelig ,
depending on the model to be estimated. |
Depending on the class of model selected, zelig
will return
an object with elements including coefficients
, residuals
,
and formula
which may be summarized using
summary(z.out)
or individually extracted using, for example,
z.out\$coefficients
. See the specific models listed above
for additional output values, or simply type names(z.out)
.
Kosuke Imai <kimai@princeton.edu>; Gary King <king@harvard.edu>; Olivia Lau <olau@fas.harvard.edu>
The full Zelig manual is available at http://gking.harvard.edu/zelig.